Differential information in option volume and stock volume
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Tài liệu tham khảo
Easley, D., O'Hara, M. and Srinivas, P.S. (1998) Option volume and stock prices: Information on where informed traders trade. Journal of Finance 53 (2): 431–465.
Mitchell, M., Pulvino, T. and Stafford, E. (2004) Price pressure around mergers. Journal of Finance 59 (1): 31–63.
Factset Mergerstat. (2006) http://mergerstat.com , accessed September 2007.