Why does the option market lead the stock market? Evidence of informed trading around earnings announcements.

Additional Metadata
Keywords	Informed trading, Options, Implied volatility, Skew, Returns
Thesis Advisor	Cosemans, Mathijs, ten Bosch, Eline
Persistent URL	hdl.handle.net/2105/54440
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Mante, Pim. (2020). Why does the option market lead the stock market? Evidence of informed trading around earnings announcements. In Finance & Investments.http://hdl.handle.net/2105/54440

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