Stealth Trading in Options Markets

By Amber Anand, Sugato Chakravarty. Journal of Financial and Quantitative Analysis, 2007

130 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/f7f4b8292c755d482e2ce95b85d875e6c452aadb

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In Finance

1. Rodrigo S. Verdi
2. Jeffrey Ng
3. Brian Akins
4. Christian Leuz
5. Mark H. Lang
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Citations in the corpus

• Investor Competition Over Information and the Pricing of Information Asymmetry (2011, background): “It arises because rational market makers in a competitive environment will widen the spread in response to information asymmetry.”
• Deviations from Put-Call Parity and Stock Return Predictability (2010, unknown): “Other related work includes Anand and Chakravarty (2007), Bhattacharya (1987), Black (1975), Finucane (1991), Holowczak, Simaan, and Wu (2006), and Ni, Pan, and Poteshman (2007).”
• Order Flow and Expected Option Returns (2015, unknown): “A possible explanation is that Anand and Chakravarty (2007) use data from 1999, when options were traded manually on the floor with no linkage between exchanges.”