Remo Crameri

University of Zurich - Swiss Banking Institute (ISB)

Plattenstrasse 14

CH-8032 Zurich, Zurich 8032

Switzerland

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Detecting Abnormal Trading Activities in Option Markets

Swiss Finance Institute Research Paper No. 11-42
Number of pages: 36 Posted: 13 Jan 2010 Last Revised: 23 Jan 2015
Marc Chesney, Remo Crameri and Loriano Mancini
University of Zurich - Swiss Banking Institute (ISB), University of Zurich - Swiss Banking Institute (ISB) and Ecole Polytechnique Fédérale de Lausanne
Downloads 1,244 (6,949)

Abstract:

Options Trades, Open Interest, False Discovery Rate, Massive dataset

2.

Detecting Abnormal Trading Activities in Option Markets: Supplemental Appendix

Swiss Finance Institute Research Paper No. 11-38
Number of pages: 59 Posted: 22 Sep 2011 Last Revised: 01 Apr 2015
Marc Chesney, Remo Crameri and Loriano Mancini
University of Zurich - Swiss Banking Institute (ISB), University of Zurich - Swiss Banking Institute (ISB) and Ecole Polytechnique Fédérale de Lausanne
Downloads 211 (86,450)

Abstract:

Options Trades, Open Interest, False Discovery Rate, Massive dataset, Financial Crisis