Yong Lee

McGill University - Desautels Faculty of Management

PhD candidate

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5

Canada

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Informed Option Trading and Stock Market Mispricing

Number of pages: 49 Posted: 07 Aug 2010 Last Revised: 28 Jun 2011
Redouane Elkamhi, Yong Lee and Tong Yao
University of Toronto - Rotman School of Management, McGill University - Desautels Faculty of Management and University of Iowa - Henry B. Tippie College of Business
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Abstract:

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informed option trading, idiosyncratic volatility anomaly