What Do Informed Options Traders Know?


Grant Data
Project Title
What Do Informed Options Traders Know?
Principal Investigator
Professor Lin, Tse-Chun   (Principal Investigator (PI))
Co-Investigator(s)
Professor Driessen Joost   (Co-Investigator)
Duration
30
Start Date
2012-10-01
Amount
263827
Conference Title
What Do Informed Options Traders Know?
Presentation Title
Keywords
Implied Volatility, Informed Traders, O/S, Volatility Skew, Volatility Spread
Discipline
Finance
Panel
Business Studies (B)
HKU Project Code
HKU 748612B
Grant Type
General Research Fund (GRF)
Funding Year
2012
Status
Completed