Blar i NHH Brage på forfatter "Thuve, Mattias"
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Option volume and evidence of informed trading : an empirical study of daily option trading volume from selected S&P500 companies in the period 2009 to 2014.
Stene, Fredrik Honningsvåg; Thuve, Mattias (Master thesis, 2017)This thesis seeks to unveil evidence of informed trading in option markets. We use unsigned option volume data to construct a signed modified put call ratio, which is used to analyze unusual trading patterns prior to ... -
Option volume and evidence of informed tradingm : an empirical study of daily option trading volume from selected S&P500 companies in the period 2009 to 2014
Stene, Fredrik Honningsvåg; Thuve, Mattias (Master thesis, 2017)This thesis seeks to unveil evidence of informed trading in option markets. We use unsigned option volume data to construct a signed modified put call ratio, which is used to analyze unusual trading patterns prior to ...