The Informational Role of Stock and Option Volume
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Tài liệu tham khảo
Cao C. Chen Z. Griffin J. , 1999, “Informed Trading in the Options Market,” working paper, Pennsylvania State University.
Cherian J. , 1993, “Option Pricing, Self-Fulfilling Prophecies, Implied Volatilities, and Strategic Interaction,” unpublished Ph.D. dissertation, Cornell University.
Cox J. Rubinstein M. , 1985, Options Markets, Prentice-Hall, Englewood Cliffs, NJ.
John K. Koticha A. Subrahmanyam M. , 1993, “The Micro-Structure of Options Markets: Informed Trading, Liquidity, Volatility, and Efficiency,” working paper, New York University.
Mayhew, 1995, The Allocation of Informed Trading Across Related Markets: An Analysis of the Impact of Changes in Equity-Option Margin Requirements, Journal of Finance, 505, 1635, 10.1111/j.1540-6261.1995.tb05191.x