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Informed trading under different market conditions and moneyness: Evidence from TXO options. (2009). Chang, Yuanchen ; Lung, Peter P..
In: Pacific-Basin Finance Journal.
RePEc:eee:pacfin:v:17:y:2009:i:2:p:189-208.

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Cited: 14

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Citations

Citations received by this document

  1. A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options. (2023). Chen, Zhang-Hangjian ; Xiong, Xiong ; Li, Sai-Ping ; Cai, Mei-Ling ; Ren, Fei.
    In: Computational Economics.
    RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10268-0.

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  2. Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks. (2023). Chen, Zhang-Hangjian ; Li, Sai-Ping ; Yang, Ming-Yuan ; Lu, Feng-Zhi ; Ren, Fei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:85:y:2023:i:c:p:295-305.

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  3. The directional information content of options volumes. (2018). Yang, Heejin ; Ryu, Doojin.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:12:p:1533-1548.

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  4. Retrieving aggregate information from option volume. (2018). Zheng, Zhenlong ; Lin, William T ; Qiao, Shuai ; Tsai, Shih-Chuan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:55:y:2018:i:c:p:220-232.

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  5. Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Li, Wei-Xuan ; Chen, Clara Chia-Sheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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  6. Does options trading convey information on futures prices?. (2017). Zheng, Zhenlong ; Lin, William T ; Qiao, Shuai ; Tsai, Shih-Chuan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:39:y:2017:i:c:p:182-196.

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  7. Information content of investor trading behavior: Evidence from Taiwan index options market. (2016). Lee, Yen-Hsien ; Wang, David K.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:38:y:2016:i:c:p:149-160.

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  8. Information Content of Derivatives under Varying Market Conditions and Moneyness: The Case of S&P CNX Nifty Index Options. (2015). .
    In: Global Business Review.
    RePEc:sae:globus:v:16:y:2015:i:2:p:281-302.

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  9. Informed trading, trading strategies and the information content of trading volume: Evidence from the Taiwan index options market. (2014). Hsieh, Wen-liang G. ; He, Huei-Ru .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:31:y:2014:i:c:p:187-215.

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  10. Hedging costs, liquidity, and inventory management: The evidence from option market makers. (2014). Lee, Yi-Tsung ; Liu, Yu-Jane ; Wu, Wei-Shao ; Fok, Robert C. W., .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:18:y:2014:i:c:p:25-48.

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  11. The price impact of options and futures volume in after-hours stock market trading. (2013). Hsieh, Pei-Fang ; Lai, Hung-Neng ; Chang, Chuang-Chang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:21:y:2013:i:1:p:984-1007.

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  12. Risk preference and trading motivation measurement due to moneyness: evidence from the S&P 500 Index option market. (2011). Chang, Ting-Huan.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:21:y:2011:i:14:p:1049-1057.

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  13. Business Cycles and Net Buying Pressure in the S&P 500 Futures Options. (2010). Lung, Peter P ; Chan, Kam C ; Chen, Carl R.
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:4:p:624-657.

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  14. An overview of Asian equity markets. (2010). Hsieh, Joyce ; Nieh, Chien-Chung.
    In: Asian-Pacific Economic Literature.
    RePEc:bla:apacel:v:24:y:2010:i:2:p:19-51.

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  3. The Performance of Trading Strategies Based on Deviations from Put-Call Parity of Stock Options. (2021). Huang, Han-Ching ; Wen, Chien-Sheng.
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  5. What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Voukelatos, Nikolaos ; Zhang, Mengyu.
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  6. Informational Role of Open Interest and Transaction Volume of Options: A Meta-Analytic Review. (2020). Mallikarjunappa, T.
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  8. Price discovery in stock and options markets. (2020). Putnins, Talis ; Patel, Vinay ; Michayluk, David ; Foley, Sean.
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  9. Anomalies in Probability Estimates for Event Forecasting on Prediction Markets. (2020). Fan, Ming ; Stallaert, Jan ; Brian, Ho Cheung.
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  10. An empirical investigation of large trader market manipulation in derivatives markets. (2018). Jarrow, Robert ; Tsai, Shih-Chuan ; Fung, Scott.
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  11. A Simple Multimarket Measure of Information Asymmetry. (2018). Johnson, Travis L.
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  12. Directional information effects of options trading: Evidence from the banking industry. (2018). Fung, Scott ; Du, Brian.
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  13. Can Sentiment Analysis and Options Volume Anticipate Future Returns?. (2017). Creamer, German ; Houlihan, Patrick.
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  41. Intraday relations between CAC 40 cash index and CAC 40 index options. (2000). CAPELLE-BLANCARD, Gunther ; Vandelanoite, Severine.
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  42. Trading Volume Lead/Lag Relations Between the ASX and ASX Option Market: Implications of Market Microstructure. (1999). .
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  43. Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert ; Cho, Young-Hye.
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  44. The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?. (1999). Wei, Shang-Jin ; Kim, Jungshik .
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  45. Option Trading, Price Discovery, and Earnings News Dissemination*. (1997). Lee, Charles ; Amin, Kaushik I.
    In: Contemporary Accounting Research.
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  46. Option prices as predictors of stock prices: intraday adjustments to information releases. (1997). P. L. Varson, M. J. P. Selby, .
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  47. The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?. (1997). Wei, Shang-Jin ; Kim, Jungshik .
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  48. Option volume and stock price behavior: Some evidence from the Chicago board options exchange. (1997). .
    In: Atlantic Economic Journal.
    RePEc:kap:atlecj:v:25:y:1997:i:4:p:358-370.

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  49. Sequential information arrival in the Finnish stock index derivatives markets. (1996). Puttonen, Vesa ; Martikainen, Teppo.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:2:y:1996:i:2:p:207-217.

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  50. PROBABILITY OF PRICE REVERSAL AND RELATIVE NOISE IN STOCK AND OPTION MARKETS. (1994). Yourougou, Pierre ; Khoury, Nabil ; Gendron, Michel.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:17:y:1994:i:2:p:147-159.

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