Sai Ke

The Chinese University of Hong Kong (CUHK)

Shatin, N.T.

Hong Kong

Hong Kong

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Option Trading and Stock Price Informativeness

Number of pages: 58 Posted: 18 Jun 2019
The Chinese University of Hong Kong (CUHK) - CUHK Business School, University of Lausanne, The Chinese University of Hong Kong (CUHK) and The Chinese University of Hong Kong (CUHK) - CUHK Business School
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Abstract:

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option trading, price informativeness, stock synchronicity, information acquisition and production