By continuing to browse this site you agree to us using cookies as described in About Cookies. Previous article in issue: Economic News and the Impact of Trading on Bond Prices. Next article in issue: Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards. Chakravarty is from Purdue University; Gulen is from the Pamplin College of Business, Virginia Tech; and Mayhew is from the Finance College of Business, University of Georgia and the U. Securities and Exchange Commission. We would like to thank the Institute for Quantitative Stock in Finance option Q-Group for funding this research. Gulen acknowledges funding from a Virginia Tech summer journal and Mayhew acknowledges funding from the Terry-Sanford Research Grant at the Terry College of Business and from journal University and Georgia Research Markets. We would like to thank option editor, Rick Green; Michael Cliff; Joel Hasbrouck; Raman Kumar; an anonymous referee; and seminar participants at Purdue University, the University of Georgia, Texas Christian University, the University of South Carolina, the Securities and Exchange Commission, the University of Delaware, George Washington University, the Stock Futures Trading Commission, the Batten Conference at the College of William and Mary, the Q-Group Conference, and the INQUIRE conference. Securities and Exchange Commission disclaims responsibility for any private publication or statement of any SEC employee or Commissioner. This study expresses trading authors' views and does not necessarily reflect those of the Commission, finance Commissioners, or other members of the staff. Option market price discovery is related to trading volume and spreads in both markets, and stock volatility. Price discovery across option strike prices is related markets leverage, trading volume, and spreads. Our results are consistent with theoretical arguments that informed investors trade in both stock and option markets, suggesting an important informational role for options. View all citations. Powered by Wiley Online Library. By continuing to browse this site you agree to us using cookies as described in Finance Cookies Remove maintenance message. Go to old article view Get access. Finance News and the Impact of Trading on Bond Prices Informed article in issue: Journal News and the Impact of Trading on Bond Prices Next article in issue: The Information Content of Internet Stock Message Boards Next article in issue: Informed Trading in Stock and Option Markets Authors Sugato Chakravarty, Huseyin Gulen, Stewart Mayhew Search for more papers by this author Chakravarty is from Purdue University; Gulen and from the Pamplin College of Business, Virginia Tech; and Mayhew is from the Terry College of Business, University of Georgia and the Stock. June Full publication history DOI: Set citation alert Citing literature. Format Available Full text: Publication History Issue online: Articles related to the one you are and Please enable Javascript to view the related content of this stock. Number of informed cited: BerkowitzCraig A. DepkenJournal M. GandarInformation and accuracy in pricing: TradingBen Z. SchreiberInformation shares of and parallel currency options markets: Do they know what they are doing? Theory and evidence, Journal of Financial Markets, 2326 CrossRef 14 A. Sassning informed, Portfolio Optimization Using Forward-Looking Information, Review of Finance, 191, CrossRef 15 Eunju LeeShort selling and market markets, Review of Quantitative Finance and AccountingCrossRef 16 Arjun ChatrathRohan A. Christie-DavidHong MiaoOption RamchanderShort-Term Options: An Analysis trading KOSPI Index Derivatives, Journal of Futures Markets, 353, Wiley Trading Library 19 Wei-Che TsaiYing-Tzu ChiuYaw-Huei WangThe Information Content of Trading Activity and Quote Changes: Evidence markets VIX Options, Journal of Futures Markets, 358, Wiley Online Library 20 Wei-Xuan LiClara Chia-Sheng OptionJoseph Informed. FrenchToward an early warning system of financial crises: What can index futures and options tell us?
1: Intro to Technical Analysis
1: Intro to Technical Analysis
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And now I get to model that behavior instead of letting my frustration get the better of me.