Informed trading under different market conditions and moneyness: Evidence from TXO options

Pacific-Basin Finance Journal - Tập 17 - Trang 189-208 - 2009
Kam C. Chan1, Yuanchen Chang2, Peter P. Lung3
1Department of Finance, Western Kentucky University, 1 Big Red Way, Bowling Green, KY 42101, United States
2Department of Finance, National Chengchi University, Taiwan
3Department of Finance and Real Estate, University of Texas at Arlington, Arlington, TX 76019, United States

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