Title
Informed Trading Around Merger Announcements: An Empirical Test Using Transaction Volume And Open Interest In Options Market
Keywords
Acquisitions; Mergers; Open interest; Options; Trading volume
Abstract
This paper provides empirical evidence on the level of trading activity in the stock options market prior to the announcement of a merger or an acquisition. Our analysis shows that there is a significant increase in the trading activity of call and put options for companies involved in a takeover prior to the rumor of an acquisition or merger. This result is robust to both the volume of option contracts traded and the open interest. The increased trading suggests that there is a significant level of informed trading in the options market prior to the announcement of a corporate event. In addition, abnormal trading activity in the options market appears to lead abnormal trading volume in the equity market. This finding supports the hypothesis that the options market plays an important role in price discovery. © 2001 Blackwell Publishing Ltd.
Publication Date
1-1-2001
Publication Title
Financial Review
Volume
36
Issue
2
Number of Pages
45-74
Document Type
Article
Personal Identifier
scopus
DOI Link
https://doi.org/10.1111/j.1540-6288.2001.tb00010.x
Copyright Status
Unknown
Socpus ID
77957339823 (Scopus)
Source API URL
https://api.elsevier.com/content/abstract/scopus_id/77957339823
STARS Citation
Jayaraman, Narayanan; Frye, Melissa B.; and Sabherwal, Sanjiv, "Informed Trading Around Merger Announcements: An Empirical Test Using Transaction Volume And Open Interest In Options Market" (2001). Scopus Export 2000s. 358.
https://stars.library.ucf.edu/scopus2000/358