Informed option-trading strategies: the impact on the underlying price process

C (Cyriel) de Jong

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
PublisherErasmus Research Institute of Management (ERIM)
Number of pages35
EditionERIM Report Series Research in Management (issn 1566-5283) 119
Publication statusPublished - 2001

Publication series

SeriesERIM Report Series Research in Management (issn 1566-5283)
Volume119

Bibliographical note

ERS-2000-12-F&A

Research programs

  • RSM F&A

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