Hong Kong Baptist University (HKBU)
Hong Kong University of Science and Technology
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Stock price clustering, Option expiration, Hedging, Manipulation
Days to Cover, Crowded Trades, Stock Returns
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Stock Options, Derivatives, Skewness, Risk Seeking
Stock Options, Skewness, Derivatives, Prospect Theory
Options, Idiosyncratic skewness, Derivatives, Behavioral study
option trading, option open interest, delta-hedging, pinning, stock return volatility
options, derivatives, information, volatility
Volatility, Stock Options, Deriviatives, Information
Intermediary constraint, tail risk, SPX option, return predictability, supply shocks, leverage
Options, Volatility Smile, Sentiment, Speculation, Hedging
Short Sale, Options, CDS, Derivatives, Infomation
Options, Volatility Smile, Sentiment, Speculation, Behavior
Short Sale Constraints, Behavioral, Market Efficiency, Options
Short Sale Constraints, Price Discovery, Options, Derivatives
Derivatives, Options, Information Efficiency, Transaction Costs
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