Featured:
2/11/2012 Futures gain ahead of vote to cut deficit ...
Informed Trading in Stock and Option Markets

THE JOURNAL OF FINANCE • VOL. LIX, NO. 3 • JUNE 2004 Informed Trading in Stock and Option Markets SUGATO CHAKRAVARTY, HUSEYINGULEN, and STEWART MAY HE W ∗ ABSTRACT We investigate the contribution of option markets to price discovery, using amodi-ficationofHasbrouck’s (1995) “information share”approach.

Leave a Reply

Your email address will not be published. Required fields are marked *

*

You may use these HTML tags and attributes: <a href="" title=""> <abbr title=""> <acronym title=""> <b> <blockquote cite=""> <cite> <code> <del datetime=""> <em> <i> <q cite=""> <strike> <strong>