Felipe Asencio

Universidad de Chile

Chile

SCHOLARLY PAPERS

1

DOWNLOADS

110

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Decomposing Informed Trading in Equity Options

Number of pages: 70 Posted: 30 Mar 2024 Last Revised: 08 May 2024
Universidad de Chile, Universidad de Chile, Universidad de Chile, City University of New York (CUNY) - Paul H. Chook Department of Information Systems & Statistics and Vlerick Business School
Downloads 110 (458,084)

Abstract:

Loading...

Asymmetric information, volatility information, underlying stock value information, equity option markets, option order flow.