Andreas Kaeck

University of Sussex

Sussex House

Falmer

Brighton, Sussex BNI 9RH

United Kingdom

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Scholarly Papers (1)

1.

Informed Trading in the Index Option Market

TILEC Discussion Paper No. 2017-027, Paris December 2017 Finance Meeting EUROFIDAI - AFFI
Number of pages: 51 Posted: 07 Jun 2017 Last Revised: 17 Aug 2019
Andreas Kaeck, Vincent van Kervel and Norman Seeger
University of Sussex, Pontifical Catholic University of Chile and VU University Amsterdam
Downloads 139 (215,715)

Abstract:

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Options, informed trading, price impact