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Option Listing and Information Asymmetry

Citations

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Cited by:

  1. Do, Viet & Truong, Cameron & Vu, Tram, 2022. "Options listings and loan contract terms: Information versus risk-shifting," Journal of Financial Markets, Elsevier, vol. 58(C).
  2. Jurkatis, Simon, 2022. "Inferring trade directions in fast markets," Journal of Financial Markets, Elsevier, vol. 58(C).
  3. Yangyang Chen & Jeffrey Ng & Xin Yang, 2021. "Talk Less, Learn More: Strategic Disclosure in Response to Managerial Learning from the Options Market," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 59(5), pages 1609-1649, December.
  4. Yaping Zhou & Xundi Diao & Dayong Lv, 2023. "Role of OTC options in stock price efficiency: Evidence from the Chinese market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(4), pages 4629-4655, December.
  5. Li, Keming, 2024. "Option trading and equity price efficiency," Journal of Corporate Finance, Elsevier, vol. 88(C).
  6. Clancey-Shang, Danjue, 2023. "COVID lockdown, Robinhood traders, and liquidity in stock and option markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
  7. Xu, Minggang & Zhang, Xueyong & Zhang, Yeqing, 2024. "Margin trading, short selling, and information asymmetry," Journal of Financial Markets, Elsevier, vol. 70(C).
  8. Muhammad Jahangir Ali & Balasingham Balachandran & Huu Nhan Duong & Premkanth Puwanenthiren & Michael Theobald, 2025. "Does options trading affect audit pricing?," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 52(1), pages 609-651, February.
  9. Anagnostopoulou, Seraina C. & Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2023. "Enhancement in a firm's information environment via options trading and the efficiency of corporate investment," Journal of Banking & Finance, Elsevier, vol. 149(C).
  10. George D. Cashman & David M. Harrison & Hainan Sheng, 2021. "Option Trading and REIT Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 49(1), pages 332-389, March.
  11. Li, Fengfei & Lin, Chen & Lin, Tse-Chun & Shen, Sichen, 2024. "The role of options markets in corporate social responsibility," Journal of Financial Markets, Elsevier, vol. 70(C).
  12. Muravyev, Dmitriy & Pearson, Neil D. & Pollet, Joshua M., 2025. "Why does options market information predict stock returns?," Journal of Financial Economics, Elsevier, vol. 172(C).
  13. Xu, Yong & Ji, Junzhe & Qiao, Yue & Huang, Jilei, 2025. "How and when does digital transformation promote technological innovation performance? A study of Chinese high-tech firms," Technovation, Elsevier, vol. 146(C).
  14. Kim, Da-Hea, 2026. "Does options trading stabilize stock prices? : Evidence from a natural experiment," Journal of Banking & Finance, Elsevier, vol. 185(C).
  15. Xu, Liang, 2021. "Stock price informativeness and managerial inefficiency," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 348-364.
  16. Switzer, Lorne N., 2023. "Circumventing SEC Rule 201 short sale restrictions with options," Finance Research Letters, Elsevier, vol. 55(PB).
  17. Wang, Li, 2026. "Option introduction, short-sale constraints, and stock price efficiency: New evidence from IPO lockup periods," Journal of Banking & Finance, Elsevier, vol. 184(C).
  18. Marie Dutordoir & Evangelos Vagenas‐Nanos & Patrick Verwijmeren & Betty Wu, 2021. "A rundown of merger target run‐ups," Financial Management, Financial Management Association International, vol. 50(2), pages 487-518, June.
  19. Hendijani Zadeh, Mohammad & Jalali, Zahra, 2024. "Do options trading activities affect underlying firms' asymmetric cost behavior?," Journal of Corporate Finance, Elsevier, vol. 88(C).
  20. Julian Böll & Julian Thimme & Marliese Uhrig-Homburg, 2026. "Anomalies and optionability," Review of Derivatives Research, Springer, vol. 29(1), pages 1-29, December.
  21. Eunpyo Hong & Min C. Park & Tao‐Hsien Dolly King, 2023. "The effect of option listing on financing decisions," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 50(3-4), pages 858-891, March.
  22. Brian Du & Scott Fung, 2026. "Does the tail wag the dog? Directional information effects of options trading on earnings management," Review of Quantitative Finance and Accounting, Springer, vol. 67(1), pages 385-419, July.
  23. Liangyi Mu & Arie E. Gozluklu, 2025. "Liquidity and Price Informativeness of Options: Evidence From Extended Trading Hours," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(11), pages 2013-2033, November.
  24. Charles Hsu & Junqiang Ke & Zhiming Ma & Lufei Ruan, 2024. "Options trading and firm investment efficiency," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 51(9-10), pages 2410-2451, October.
  25. Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J., 2022. "Price impact versus bid–ask spreads in the index option market," Journal of Financial Markets, Elsevier, vol. 59(PA).
  26. Jianfeng Hu, 2020. "Is the synthetic stock price really lower than actual price?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(12), pages 1809-1824, December.
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