Kweehong Teh

National University of Singapore (NUS)

Bukit Timah Road 469 G

Singapore, 117591

Singapore

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Scholarly Papers (1)

Was There Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?

Number of pages: 46 Posted: 15 Apr 2010 Last Revised: 09 Jan 2013
Asia University, Department of Finance, University of Wisconsin - Madison - School of Business and National University of Singapore (NUS)
Downloads 914 (19,707)
Citation 1

Abstract:

9-11 Attacks, Put Options, Call Options, SPX Index, Student’s T-Statistics, Non-Parametric Statistics

Was There Abnormal Trading in the S&P 500 Index Options Prior to the September 11 Attacks?

Multinational Finance Journal, Vol. 15, No. 3/4, p. 1-46, 2011
Number of pages: 46 Posted: 25 Jun 2015
Asia University, Department of Finance, University of Wisconsin - Madison - School of Business and National University of Singapore (NUS)
Downloads 10 (525,177)
Citation 1
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Abstract:

9-11 attacks; put options; call options; SPX index, Student's t-statistics; non-parametric statistics