Net buying pressure and informed trading in the options market

Net Buying Pressure and Informed Trading in the Options Market

This study tested whether option trading around quarterly earnings announcements is either directionally motivated and/or volatility motivated.

Net buying pressure and option informed trading

Indeed, there are at least two types of informed traders participating in an option market; those are volatility traders and direction traders. The former takes ...

Net Buying Pressure and Informed Trading in the Options Market ...

Informed investors use options market to exploit their private information advantage to trade on the direction and volatility of underlying asset values.

Net Buying Pressure and Informed Trading in the Options Market

Downloadable! By employing the modified net buying pressure as a measure of informed option trading, this study tested whether option trading around ...

Net Buying Pressure and Informed Trading in the Options Market

By employing the modified net buying pressure as a measure of informed option trading, this study tested whether option trading around quarterly earnings ...

Net buying pressure and informed trading in the options ... - EconStor

By employing the modified net buying pressure as a measure of informed option trading, this study tested whether option trading around quarterly earnings ...

Net buying pressure and the information in bitcoin option trades

Therefore, if we assume that traders in options markets have the most sophisticated access to privileged information, any finding of volatility and/or ...

[PDF] Net Buying Pressure and Informed Trading in the Options ...

By employing the modified net buying pressure as a measure of informed option trading, this study tested whether option trading around quarterly earnings ...

Net Buying Pressure and Informed Trading in the Options Market ...

By employing the modified net buying pressure as a measure of informed option trading, this study tested whether option trading around quarterly earnings ...

Net Buying Pressure and the Information in Bitcoin Option Trades

How do supply and demand from informed traders drive market prices of bitcoin options? Deribit options tick-level data supports the limits-to- ...

Net Buying Pressure and Option Informed Trading - IDEAS/RePEc

To differentiate between the effects of volatility trading and direction trading on an option market, this study decomposes net buying pressure of options ...

Net Buying Pressure and Option Informed Trading - ResearchGate

To differentiate between the effects of volatility trading and direction trading on an option market, this study decomposes net buying pressure of options ...

Net Buying Pressure and the Information in Bitcoin Option Trades

How do supply and demand from informed traders drive market prices of bitcoin options? Deribit options tick-level data supports the ...

Net Buying Pressure and Option Informed Trading - VLEX 855669815

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Net Buying Pressure and Option Informed Trading - Chen - 2017

Net Buying Pressure and Option Informed Trading ... Chao-Chun Chen, an Associate Professor, is at the Department of Finance, Tunghai University, ...

Investors' net buying pressure and implied volatility dynamics

Following the rapid expansion and maturation of options and futures markets, a number of finance studies have attempted to demonstrate the existence of informed ...

The impact of net buying pressure on index options prices

After controlling for options traders' hedging demand, we find that both delta- and vega-informed trading play significant roles in explaining changes in ...

The impact of net buying pressure on index options prices - No. 41-1 ...

of informed trading independently or interactively drive options price dynamics. However, Chen and Wang (2017) still. fail to consider that options trading ...

Informed Trading in the Index Option Market

Key words: Options, informed trading, price impact ... positively related to the net buying pressure for both S&P 500 index option and options on.

Informed trading in options market and stock return predictability

Second, regarding what to trade, the volatility informed trade call and put options in the same direction, thereby exerting net buying pressure of the same sign ...