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[PDF] Top 20 Option Trading, Information Asymmetry and Firm Innovativeness: Evidence from Stock Options Trading Firms from India

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Option Trading, Information Asymmetry and Firm Innovativeness: Evidence from Stock Options Trading Firms from India

Option Trading, Information Asymmetry and Firm Innovativeness: Evidence from Stock Options Trading Firms from India

... the firm management to meet quarterly or annual financial objectives, which gives rise to adverse exter- nalities that may impair firm’s incentives to innovate [1] ...Many firms in United States and Europe ... See full document

13

Is Reversal of Large Stock-Price Declines Caused by Overreaction or Information Asymmetry: Evidence from Stock and Option Markets *

Is Reversal of Large Stock-Price Declines Caused by Overreaction or Information Asymmetry: Evidence from Stock and Option Markets *

... find evidence on short-term corrections to negative events, which is consistent with the overreaction ...for stock prices following large price declines occurred during a single trading ...present ... See full document

42

Does Option Trading Convey Stock Price Information?

Does Option Trading Convey Stock Price Information?

... and firm characteristics. We examine the predictive ability of option trades and quotes conditioning on firm size and institutional ...Small firms are more likely to be subject to ... See full document

46

Investor trading behavior: empirical evidence from the Egyptian stock exchange

Investor trading behavior: empirical evidence from the Egyptian stock exchange

... data from Stock Exchange of Thailand from January 1999 until December 2004 covering 530 stocks, they calculated the volume- weighted average price to investigate the trade performance of domestic and ... See full document

77

Emissions trading and productivity : firm-level evidence from German manufacturing

Emissions trading and productivity : firm-level evidence from German manufacturing

... Regulated firms can comply with the EU ETS in different ...regulated firm can surrender allowances to legitimate its ...the firm obtains the required allowances, the surrender of allowances ... See full document

38

REPERCUSSION OF FUTURES TRADING ON SPOT MARKET: EVIDENCE FROM INDIA

REPERCUSSION OF FUTURES TRADING ON SPOT MARKET: EVIDENCE FROM INDIA

... Indian stock market by using day of the effect. From the theoretical point of view, the impacts of derivatives trading on volatility of underlying spot markets are still ...of information of ... See full document

8

Trading volume and stock market volatility: evidence from emerging stock markets

Trading volume and stock market volatility: evidence from emerging stock markets

... unexpected trading volume ( - ! 0 ...unexpected trading volume is statisti- cally significant, meaning that expected trading vol- ume and unexpected trading volume cannot explain conditional ... See full document

11

The Effect of Earning Aggressivenesss on Stock Trading With Investor Sophistication and Asymmetry Information as Moderator

The Effect of Earning Aggressivenesss on Stock Trading With Investor Sophistication and Asymmetry Information as Moderator

... researchers from the company and from outside the company related to the problems ...Indonesia Stock Exchange, which were 143 companies divided into basic and chemical industry sub-sectors (65 ... See full document

9

Inventory Changes With Information Asymmetry And Informed Trading Patterns In The Korean Stock Market

Inventory Changes With Information Asymmetry And Informed Trading Patterns In The Korean Stock Market

... abnormal stock returns, accruals, earnings management, profitability, and sales growth in ...case, firms can record earnings surprise in their financial reports only for the current ...on stock ... See full document

14

Volatility Information Trading And Its Implications For Information Asymmetry, Option Spreads, And Implied Volatility Skew

Volatility Information Trading And Its Implications For Information Asymmetry, Option Spreads, And Implied Volatility Skew

... each option category may not be available at the beginning of the sample period (unless 40 volume-baskets were accumulated on the first day), only those opening quotes with a valid VPIN estimate at the beginning ... See full document

125

STOCK MARKET OVERREACTION AND TRADING VOLUME: EVIDENCE FROM MALAYSIA

STOCK MARKET OVERREACTION AND TRADING VOLUME: EVIDENCE FROM MALAYSIA

... positive from weeks 2 to 26, none of the returns were ...the evidence by documenting significant returns for only the first week after portfolio ...periods, from 1 to 24 ...56 stock markets ... See full document

17

Do Trading Volume and Bid-Ask Spread Contain Information to Predict Stock Returns? Intraday Evidence from India

Do Trading Volume and Bid-Ask Spread Contain Information to Predict Stock Returns? Intraday Evidence from India

... sequential information arrival hypothesis proposed by Copeland (1976) and discussed further in Jennings et ...new information is disseminated sequentially rather than simultaneously to all the ...of ... See full document

16

Stock market predictability: Non synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India

Stock market predictability: Non synchronous trading or inefficient markets? Evidence from the National Stock Exchange of India

... how trading break and post-trading break returns can provide information about whether delayed price adjustments in the data mainly emanate from traders’ delays in adjusting their expectations ... See full document

27

Institutional trading in volatile markets : evidence from Chinese stock markets

Institutional trading in volatile markets : evidence from Chinese stock markets

... individual firms’ abnormal stock returns on the days following extreme market movement days, we are particularly interested in what subsequently happens to the abnormal returns of those stocks that hit a ... See full document

39

Contrarian Technical Trading Rules:  Evidence From Nairobi Stock Index

Contrarian Technical Trading Rules: Evidence From Nairobi Stock Index

... of trading rules need not be inconsistent with market efficiency when considering transaction ...York Stock Exchange (NYSE) index and conclude that the technical trading rules have the potential to ... See full document

14

Dividend-Yield Trading Strategies: Evidence from the Chinese Stock Market

Dividend-Yield Trading Strategies: Evidence from the Chinese Stock Market

... the firm have more information on future earnings and cash flow relative to external ...asymmetric information, if internal stakeholders have larger shareholding or relationship exist between the ... See full document

18

Institutional trading in volatile markets : evidence from Chinese stock markets

Institutional trading in volatile markets : evidence from Chinese stock markets

... institutional trading through which the extreme market swings could be better ...explaining stock returns 1 , we use a more appropriate proxy for institutional daily trading, ...collected from ... See full document

36

Option Trading: Information or Differences of Opinion?

Option Trading: Information or Differences of Opinion?

... of information trading but does show convincing evidence of speculation by small ...call options as an ...call options) transactions steadily decreases, indicating the one-way betting ... See full document

48

Option Trading: Information or Differences of Opinion?

Option Trading: Information or Differences of Opinion?

... the trading activities of call and put options around quarterly earnings announcements broken down by trade type, size and type of trade ...of trading volumes for each option by trade type ... See full document

53

Learning from a Simple Options Trading Game

Learning from a Simple Options Trading Game

... the stock price is displayed two or more students must make bids or offers on the call option based on their trading tab ...Aside from price changes and time passage, what distinguishes one ... See full document

9

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