Vinay Patel

University of Technology Sydney (UTS)

15 Broadway, Ultimo

PO Box 123

Sydney, NSW 2007

Australia

SCHOLARLY PAPERS

2

DOWNLOADS
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1,068

SSRN CITATIONS

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CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Price Discovery in Stock and Options Markets

Journal of Financial Markets, Forthcoming
Number of pages: 55 Posted: 15 Aug 2014 Last Revised: 04 Jan 2020
University of Technology Sydney (UTS), University of Technology Sydney (UTS), University of Technology Sydney (UTS) - School of Finance and Economics and University of Sydney Business School
Downloads 1,068 (20,311)
Citation 3

Abstract:

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price discovery, stock, option, information share, insider trading

2.

The Microstructure of Australian Takeover Announcements

Australian Journal of Management, Vol. 40, No. 1, 2015
Posted: 11 Mar 2015
Martin Bugeja, Vinay Patel and Terry S. Walter
University of Technology, Sydney, University of Technology Sydney (UTS) and University of Sydney

Abstract:

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Aggressive trading, bidder, microstructure, takeover announcement, target, trade initiators, VPIN

Other Papers (1)

Total Downloads: 47
1.

Informed Options Trading Around U.S. FDA Announcements

Number of pages: 39 Posted: 15 Aug 2018 Last Revised: 13 Jan 2020
Marc Bohmann and Vinay Patel
University of Technology Sydney (UTS), UTS Business School and University of Technology Sydney (UTS)
Downloads 47 (435,532)

Abstract:

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FDA, options, informed trading, implied volatility