What Do Informed Options Traders Know?


Grant Data
Project Title
What Do Informed Options Traders Know?
Principal Investigator
Dr Lin, Tse-Chun   (Principal investigator)
Co-Investigator(s)
Professor Driessen Joost   (Co-Investigator)
Duration
30
Start Date
2012-10-01
Completion Date
2015-03-31
Amount
263827
Conference Title
Presentation Title
Keywords
Informed Traders, Implied Volatility, O/S, Volatility Skew, Volatility Spread
Discipline
Finance
Panel
Business Studies (B) (under H Panel before 2011/12)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 748612B
Grant Type
General Research Fund (GRF)
Funding Year
2012/2013
Status
Completed