EASLEY, O’HARA, SRINIVAS-OPTION VOLUME & STOCK PRICE

This paper investigates the informational role of transactions volume in options markets. We develop an asymmetric information model in which informed traders may trade in option or equity markets. We show conditions under which informed traders trade options, and we investigate the implications of this for the linkage between markets. Our model predicts an important informational role for the volume of particular types of option trades. We empirically test our model’s hypotheses with intraday option data. Our main empirical result is that negative and positive option volumes contain information about future stock prices.

Easley, O’Hara, Srinivas, Option Volume & Stock Price, Download O’Hara, Free O’Hara, O’Hara Torrent, O’Hara Review, O’Hara Groupbuy, Download Srinivas, Free Srinivas, Srinivas Torrent, Srinivas Review, Srinivas Groupbuy, Download Option Volume & Stock Price, Free Option Volume & Stock Price, Option Volume & Stock Price Torrent, Option Volume & Stock Price Review, Option Volume & Stock Price Groupbuy.

Delivery Method

– After your purchase, you’ll see a View your orders link which goes to the Downloads page. Here, you can download all the files associated with your order.
– Downloads are available once your payment is confirmed, we’ll also send you a download notification email separate from any transaction notification emails you receive from coursesblock.com.
– Since it is a digital copy, our suggestion is to download and save it to your hard drive. In case the link is broken for any reason, please contact us and we will resend the new download link.
– If you cannot find the download link, please don’t worry about that. We will update and notify you as soon as possible at 8:00 AM – 8:00 PM (UTC 8).

Thank You For Shopping With Us!