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What is Insider Trading Trends in Options Market about?

This paper examines the prevalence of insider trading in the options market, particularly following the arrest of Raj Rajaratnam, which led to a significant decline in the predictability of stock returns based on option trades. Prior to the arrest, the put-call ratio indicated a strong information edge for option traders, earning a 0.24% weekly alpha, but this predictability vanished post-arrest as traders became wary of insider trading risks. The findings suggest that insider trading was previously common

Author

Nahuel Gomez

Language

EN