Detecting Abnormal Trading Activities in Option Markets by Marc Chesney, Remo Crameri, Loriano Mancini :: SSRN - 2015
Marc Chesney reviews the findings of a statistical study he co-directed between 2005 and 2015 on put options, used to speculate on the downside, of 20 major US groups, particularly in the aerospace and financial sectors. The analysis focuses on transactions carried out between 6 and 10 September 2001, compared with the average volumes recorded over a long period (around ten years for most of the companies). In his opinion, the probability of insider trading prior to 11 September is "high".
911 #ForeKnowledge #InsiderTrading #WTC
Marc Chesney reviews the findings of a statistical study he co-directed between 2005 and 2015 on put options, used to speculate on the downside, of 20 major US groups, particularly in the aerospace and financial sectors. The analysis focuses on transactions carried out between 6 and 10 September 2001, compared with the average volumes recorded over a long period (around ten years for most of the companies). In his opinion, the probability of insider trading prior to 11 September is "high".
911 #ForeKnowledge #InsiderTrading #WTC
Ssrn
Detecting Abnormal Trading Activities in Option Markets
We develop an econometric method to detect "abnormal trades" in option markets, i.e., trades which are not driven by liquidity motives. Abnormal trade
Forwarded from 🇵🇸 Automated Apartheid in Palestine
Israel investigating spike in short selling before 7 October attack | Middle East Eye –
Israel is investigating claims that investors may have known in advance that Hamas was planning to attack southern Israel on 7 October.
Research by law professors Robert Jackson Jr from New York University and Joshua Mitts of Columbia University found significant short-selling of shares leading up to the attacks.
Short-selling involves profiting from securities you don’t own. It is the process where if you are confident that a company’s shares are going to fall, you borrow them from somebody, sell them and later buy them on the market at a lower price. Profit is made in the difference after giving it back to the lender.
#InsiderTrading #ForeKnowledge #OperationAlAqsaFlood #Israel
06/12/2023
Israel is investigating claims that investors may have known in advance that Hamas was planning to attack southern Israel on 7 October.
Research by law professors Robert Jackson Jr from New York University and Joshua Mitts of Columbia University found significant short-selling of shares leading up to the attacks.
Short-selling involves profiting from securities you don’t own. It is the process where if you are confident that a company’s shares are going to fall, you borrow them from somebody, sell them and later buy them on the market at a lower price. Profit is made in the difference after giving it back to the lender.
#InsiderTrading #ForeKnowledge #OperationAlAqsaFlood #Israel
06/12/2023