{"title":"Informed Options Trading Before Corporate Events","authors":"Patrick Augustin, M. Subrahmanyam","doi":"10.1146/ANNUREV-FINANCIAL-012820-033052","DOIUrl":null,"url":null,"abstract":"There is sufficient evidence in the popular, legal, and financial literatures that informed options trading ahead of scheduled and unexpected corporate events is pervasive. In this review, we piece...","PeriodicalId":293888,"journal":{"name":"Econometric Modeling: Derivatives eJournal","volume":"104 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Econometric Modeling: Derivatives eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1146/ANNUREV-FINANCIAL-012820-033052","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 11
Abstract
There is sufficient evidence in the popular, legal, and financial literatures that informed options trading ahead of scheduled and unexpected corporate events is pervasive. In this review, we piece...