Matches in SemOpenAlex for { <https://semopenalex.org/work/W329800911> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W329800911 abstract "This dissertation examines the impact a block trade in the underlying stock market has on options listed on that stock in the options market. There is significant debate in previous literature in regards to which market leads, and which market is preferred by informed traders. This thesis contributes to, and extends previous literature, by examining the relationship between stocks and options around block trades in a different geographical setting. Furthermore, by using a combined dataset provided by SIRCA and the Australian Securities Exchange, this dissertation is able to identify individual brokers executing block trades and analyse their activity in the options market. This unique dataset allows a direct test of the “inter-market front-running” hypothesis proposed by in prior literature. Results from this dissertation are consistent with previous literature, and indicate that the stock market leads the options market by as much as fifteen minutes. Analysis of Broker ID’s confirms that there is no evidence of any inter-market front-running." @default.
- W329800911 created "2016-06-24" @default.
- W329800911 creator A5070483781 @default.
- W329800911 date "2009-02-26" @default.
- W329800911 modified "2023-09-27" @default.
- W329800911 title "THE IMPACT OF BLOCKS TRADES IN THE UNDERLYING MARKET ON OPTION PRICES: EVIDENCE FROM THE ASX" @default.
- W329800911 cites W1816654404 @default.
- W329800911 cites W1977685557 @default.
- W329800911 cites W1985746587 @default.
- W329800911 cites W1992426919 @default.
- W329800911 cites W1992635076 @default.
- W329800911 cites W2003268269 @default.
- W329800911 cites W2009449445 @default.
- W329800911 cites W2032207494 @default.
- W329800911 cites W2050031929 @default.
- W329800911 cites W2053275427 @default.
- W329800911 cites W2096808000 @default.
- W329800911 cites W2098922228 @default.
- W329800911 cites W2102596971 @default.
- W329800911 cites W2149749798 @default.
- W329800911 cites W2156361014 @default.
- W329800911 cites W2159315145 @default.
- W329800911 cites W2165633507 @default.
- W329800911 cites W3123527412 @default.
- W329800911 cites W3124915722 @default.
- W329800911 hasPublicationYear "2009" @default.
- W329800911 type Work @default.
- W329800911 sameAs 329800911 @default.
- W329800911 citedByCount "0" @default.
- W329800911 crossrefType "dissertation" @default.
- W329800911 hasAuthorship W329800911A5070483781 @default.
- W329800911 hasConcept C10138342 @default.
- W329800911 hasConcept C106159729 @default.
- W329800911 hasConcept C144133560 @default.
- W329800911 hasConcept C162324750 @default.
- W329800911 hasConcept C166957645 @default.
- W329800911 hasConcept C182306322 @default.
- W329800911 hasConcept C18991353 @default.
- W329800911 hasConcept C200870193 @default.
- W329800911 hasConcept C205649164 @default.
- W329800911 hasConcept C2524010 @default.
- W329800911 hasConcept C2777210771 @default.
- W329800911 hasConcept C2779343474 @default.
- W329800911 hasConcept C2780299701 @default.
- W329800911 hasConcept C33923547 @default.
- W329800911 hasConcept C51926234 @default.
- W329800911 hasConceptScore W329800911C10138342 @default.
- W329800911 hasConceptScore W329800911C106159729 @default.
- W329800911 hasConceptScore W329800911C144133560 @default.
- W329800911 hasConceptScore W329800911C162324750 @default.
- W329800911 hasConceptScore W329800911C166957645 @default.
- W329800911 hasConceptScore W329800911C182306322 @default.
- W329800911 hasConceptScore W329800911C18991353 @default.
- W329800911 hasConceptScore W329800911C200870193 @default.
- W329800911 hasConceptScore W329800911C205649164 @default.
- W329800911 hasConceptScore W329800911C2524010 @default.
- W329800911 hasConceptScore W329800911C2777210771 @default.
- W329800911 hasConceptScore W329800911C2779343474 @default.
- W329800911 hasConceptScore W329800911C2780299701 @default.
- W329800911 hasConceptScore W329800911C33923547 @default.
- W329800911 hasConceptScore W329800911C51926234 @default.
- W329800911 hasLocation W3298009111 @default.
- W329800911 hasOpenAccess W329800911 @default.
- W329800911 hasPrimaryLocation W3298009111 @default.
- W329800911 hasRelatedWork W1536501861 @default.
- W329800911 hasRelatedWork W1542147551 @default.
- W329800911 hasRelatedWork W196960929 @default.
- W329800911 hasRelatedWork W2003268269 @default.
- W329800911 hasRelatedWork W2037492735 @default.
- W329800911 hasRelatedWork W2045851033 @default.
- W329800911 hasRelatedWork W2075786303 @default.
- W329800911 hasRelatedWork W2153020934 @default.
- W329800911 hasRelatedWork W2155794029 @default.
- W329800911 hasRelatedWork W2464463481 @default.
- W329800911 hasRelatedWork W2802018787 @default.
- W329800911 hasRelatedWork W3003917151 @default.
- W329800911 hasRelatedWork W3121289898 @default.
- W329800911 hasRelatedWork W3121315648 @default.
- W329800911 hasRelatedWork W3122983259 @default.
- W329800911 hasRelatedWork W3123592858 @default.
- W329800911 hasRelatedWork W3125008834 @default.
- W329800911 hasRelatedWork W3129740811 @default.
- W329800911 hasRelatedWork W3146119050 @default.
- W329800911 hasRelatedWork W2096612083 @default.
- W329800911 isParatext "false" @default.
- W329800911 isRetracted "false" @default.
- W329800911 magId "329800911" @default.
- W329800911 workType "dissertation" @default.