Option Prices Leading Equity Prices: Do Option Traders Have an Information Advantage?

By Wenzong Jin, Joshua Livnat, Y. Zhang. 2012

157 citations recorded by the source corpus.

Subfields: Accounting, Finance

View Paper: https://www.semanticscholar.org/paper/e7c90a6c496c52b08a020f3d773d98207c390e0b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Jeong‐Bon Kim
2. Liandong Zhang
3. Ahsan Habib
4. Mostafa Monzur Hasan
5. Haiyan Jiang
6. Iftekhar Hasan
7. Bill Francis
8. Kam C. Chan

In Finance

1. Jeong‐Bon Kim
2. Liandong Zhang
3. Ahsan Habib
4. Mostafa Monzur Hasan
5. Haiyan Jiang
6. Iftekhar Hasan
7. Bill Francis
8. Kam C. Chan

Citations in the corpus

• Financial Reporting Opacity and Expected Crash Risk: Evidence from Implied Volatility Smirks (2014, background): “Motivated by the empirical finding that option-based measures (e.g., volatility skew) predict future equity returns, Jin, Livnat, and Zhang (2012) examine whether this predictability derives from option traders’ information advantage.”