Name: The Nature of Informed Option Trading: Evidence From the Takeover Market de Marco Klapper(Anchor Academic Publishing) (en Inglés)
SKU: 63260515
Price: 206859.00 COP
Availability: InStock
Author: Klapper Marco
ISBN: 9783954891726

portada The Nature of Informed Option Trading: Evidence From the Takeover Market de Marco Klapper(Anchor Academic Publishing) (en Inglés)

The Nature of Informed Option Trading: Evidence From the Takeover Market de Marco Klapper(Anchor Academic Publishing) (en Inglés)

Formato

Libro Físico

Editorial

Anchor Academic Publishing

Autor

Klapper Marco

Idioma

Inglés

N° páginas

Encuadernación

Tapa Blanda

ISBN13

9783954891726

The Nature of Informed Option Trading: Evidence From the Takeover Market de Marco Klapper(Anchor Academic Publishing) (en Inglés)

Klapper Marco (Autor) · Anchor Academic Publishing · Tapa Blanda

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Reseña del libro "The Nature of Informed Option Trading: Evidence From the Takeover Market de Marco Klapper(Anchor Academic Publishing) (en Inglés)"

This study examines the kind of information 'informed' traders have prior to a takeover announcement using options of target firms and elaborates on the cross-sectional relationship between options and stocks around takeover announcements. Financial markets are driven by information and by individuals that generate, process, and disclose this information to the market. Naturally, there have to be individuals who possess more information about a firm or a future event than other market participants. Mergers and acquisitions are particularly interesting events in this regard because they can have significant implications for the firms and stakeholders involved, as well as for the competitive dynamics in the respective market. Because of the large potential price impact of such transactions, traders with private information about a prospective takeover are expected to trade on this information to make a profit. But who are these 'informed traders' and what kind of information do they possess? This study tries to give a respond to this question.