The informational role of thin options markets: Empirical evidence from the Spanish case
This study investigates the informational role of thin options markets, specifically the Spanish options market. Firstly, we examine the effect of options markets by analysing stock market reaction to earnings news, conditional on the availability of options markets. Secondly, we examine options tra...
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| Auteurs principaux: | , , |
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| Langue: | English |
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Universidad de Chile. Departamento de Economía
2016
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| Accès en ligne: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862016000200004 |
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