Browsing The University of Oklahoma by Author "Ederington, Louis H.,"
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An analysis of trading in options on Eurodollar futures: Trade types, risks, and profits.
Chaput, John Scott. (1999)Turning to profit distributions, I find most are not normal. Specifically, puts and calls are leptokurtotic, while straddle distributions are mesokurtotic. I find bullish trades have significantly positive profits and ... -
The informational content of financial information on the Internet.
Dewally, Michael. (2002)In summary, my results indicate there appears to be little new informational value available in the on-line financial information investigated in the following essays. While the Internet has a real impact on market efficiency ...