The nature of informed option trading.

This study examines the kind of information 'informed' traders have prior to a takeover announcement using options of target firms and elaborates on the cross-sectional relationship between options and stocks around takeover announcements. Financial markets are driven by information and by...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Klapper, Marco
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hamburg : Diplomica Verlag, 2014.
Temas:
Investment analysis > Mathematical models.
Options (Finance) > Germany.
Analyse financière > Modèles mathématiques.
Options (Finances) > Allemagne.
Investment analysis > Mathematical models
Options (Finance)
Germany
Acceso en línea:Texto completo
Tabla de Contenidos:
  • The nature of informed option trading; OUTLINE; 1. Introduction; 2. LITERATURE REVIEW; 2.1 THE VALUE OF MERGERS AND ACQUISITIONS; 2.2 CROSS-SECTION OF OPTIONS AND STOCKS: EVIDENCE FROM M&A TRANSACTIONS; 2.3 CONCEPTUAL FRAMEWORK AND HYPOTHESIS DEVELOPMENT; 3. DATA AND METHODOLOGY; 3.1 DATA; 3.2 METHODOLOGY AND SUMMARY STATISTICS; 4. EMPIRICAL RESULTS; 4.1 OPTION LIQUIDITY; 4.2 PREDICTIVE POWER OF OPTIONS FOR CARS; 5. CONCLUSION; References; APPENDIX

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