This paper investigates the information role of algorithmic traders (AT) in the Nifty index option market.
I analyse a unique dataset to test for information-based trading by looking at the effect of...
On 04 May 2017 Some option series in the market are far less liquid than others. Market illiquidity can reduce the
informativeness of option prices. In this paper, an alternative schemes are proposed to estimate im...
On 09 Apr 2011 |