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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Autores principales: | García Martín,C. José, Herrero Piqueras,Begoña, Ibáñez Escribano,Ana María |
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Lenguaje: | English |
Publicado: |
Universidad de Chile. Departamento de Economía
2016
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Materias: | |
Acceso en línea: | http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0718-52862016000200004 |
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