Options market makers׳ hedging and informed trading: Theory and evidence

Sahn-Wook Huh; Hao Lin; Antonio S. Mello

doi:10.1016/j.finmar.2015.01.001

Journal of Financial Markets Vol. 23 2015

Options market makers׳ hedging and informed trading: Theory and evidence

Sahn-Wook Huh¹; Hao Lin²; Antonio S. Mello^3,4

¹ University at Buffalo, State University of New York · ² California State University, Sacramento · ³ Massachusetts Institute of Technology · ⁴ University of Wisconsin–Madison

DOI: 10.1016/j.finmar.2015.01.001
Volume: 23
Pages: 26-58
Language: en
Sources: crossref openalex

Options market makers׳ hedging and informed trading: Theory and evidence

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