Does options trading convey information on futures prices?

Agarwal, 2009, Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia, Journal of Financial Markets, 12, 32, 10.1016/j.finmar.2008.04.001

Albuquerque, 2009, Global private information in international equity markets, Journal of Financial Economics, 94, 18, 10.1016/j.jfineco.2008.06.008

Bae, 2012, Do foreigners facilitate information transmission in emerging markets?, Journal of Financial Economics, 105, 209, 10.1016/j.jfineco.2012.01.001

Blasco, 2010, Does informed trading occur in the options market? Some revealing clues, Accounting & Finance, 50, 555, 10.1111/j.1467-629X.2009.00337.x

Chan, 2009, Informed trading under different market conditions and moneyness: Evidence from TXO options, Pacific-Basin Finance Journal, 17, 189, 10.1016/j.pacfin.2008.02.003

Chan, 2002, The informational role of stock and option volume, Review of Financial Studies, 15, 1049, 10.1093/rfs/15.4.1049

Chang, 2009, Do informed option investors predict stock returns? Evidence from the Taiwan stock exchange, Journal of Banking and Finance, 33, 757, 10.1016/j.jbankfin.2008.11.001

Chang, 2010, Information content of options trading volume for future volatility: Evidence from the Taiwan options market, Journal of Banking and Finance, 34, 174, 10.1016/j.jbankfin.2009.07.015

Chiu, 2014, Have domestic institutional investors become as market savvy as foreign investors? Evidence from the Taiwan options market, Journal of Derivatives, 21, 63, 10.3905/jod.2014.21.4.063

Dvorak, 2005, Do domestic investors have an information advantage? Evidence from Indonesia, Journal of Finance, 60, 817, 10.1111/j.1540-6261.2005.00747.x

Easley, 1998, Option volume and stock prices: Evidence on where informed traders trade, Journal of Finance, 53, 431, 10.1111/0022-1082.194060

Holowczak, 2014, Aggregating information in option transactions, Journal of Derivatives, 21, 9, 10.3905/jod.2014.21.3.009

Hu, 2014, Does option trading convey stock price information?, Journal of Financial Economics, 111, 625, 10.1016/j.jfineco.2013.12.004

Kelley, 2013, How wise are crowds? Insights from retail orders and stock returns, Journal of Finance, 68, 1229, 10.1111/jofi.12028

Lee, 2004, Order imbalances and market efficiency: Evidence from Taiwan stock exchange, Journal of Financial and Quantitative Analysis, 39, 327, 10.1017/S0022109000003094

Lee, 1991, Inferring trade direction from intraday data, Journal of Finance, 46, 733, 10.1111/j.1540-6261.1991.tb02683.x

Lin, 2016, Do foreign institutions outperform in the Taiwan options market?, North American Journal of Economics and Finance, 35, 101, 10.1016/j.najef.2015.10.005

Lin, W., Tsai, S.-C., Zheng, Z., & Qiao, S. (2016). Retrieving aggregate information from option volume. Working paper.

Ni, 2008, Volatility information trading in the option market, Journal of Finance, 63, 1059, 10.1111/j.1540-6261.2008.01352.x

Pan, 2006, The information in option volume for future stock prices, Review of Financial Studies, 19, 871, 10.1093/rfs/hhj024

Richards, 2005, Big fish in small ponds: The trading behavior and price impact of foreign investors in Asian emerging equity markets, Journal of Financial and Quantitative Analysis, 40, 1, 10.1017/S0022109000001721

Rourke, 2014, The delta- and vega-related information content of near-the-money option market trading activity, Journal of Financial Markets, 20, 175, 10.1016/j.finmar.2014.01.002

Schlag, 2005, Price impacts of options volume, Journal of Financial Markets, 8, 69, 10.1016/j.finmar.2004.06.001

Wu, 2014, Hedging costs, liquidity, and inventory management: The evidence from option market makers, Journal of Financial Markets, 18, 25, 10.1016/j.finmar.2013.05.007