Browsing by Author "a1e8ff51-8d7c-4b3f-9296-dddf6c67cb8c"

Now showing items 1-2 of 2

    • Bid–ask spread and liquidity searching behaviour of informed investors in option markets 
      Bernales Silva, Alejandro; Canon, Carlos; Verousis, Thanos (Elsevier, 2018-06)
      We show evidence of a liquidity searching behaviour of informed investors in option listings, which was also found by Collin-Dufresne and Fos (2015) using stock markets. Nevertheless, and differently from Collin-Dufresne ...
    • Do Investors Follow the Herd in Option Markets 
      Bernales Silva, Alejandro; Verousis, Thanos; Voukelatos, Nikolaos (2020)
      We investigate the previously unexplored herding behaviour of investors in option markets, by examining equity option contracts traded in the US between 1996 and 2012. We document strong herding effects in option trading ...