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The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading

https://doi.org/10.2139/ssrn.1344230
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2 of 19 checkable references need attention · checked 2026-08-27

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

1 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

References needing attention

does not resolve to a known work10.1093/rfs/6.3.435
does not resolve to a known work10.2307/2329348
The 17 checked references that resolve
resolves10.1002/jae.691
Estimating quadratic variation using realized variance
resolves10.1080/0020739940250503
Covariance inequality and its applications
resolves10.1093/rfs/7.4.743
Insider and Liquidity Trading in Stock and Options Markets
resolves10.1086/260062
The Pricing of Options and Corporate Liabilities
resolves10.1007/s11147-007-9006-6
Model misspecification analysis for bond options and Markovian hedging strategies
resolves10.1093/rfs/9.1.163
Information, Trade, and Derivative Securities: Table 1
resolves10.1093/rfs/hhn020
Differences of Opinion of Public Information and Speculative Trading in Stocks and Options
resolves10.1111/j.1540-6261.2004.00661.x
Informed Trading in Stock and Option Markets
resolves10.1111/0022-1082.194060
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
resolves10.1111/1540-6261.00493
Is Information Risk a Determinant of Asset Returns?
resolves10.1111/j.1540-6261.2009.01493.x
Media Coverage and the Cross‐section of Stock Returns
resolves10.1111/j.1540-6261.1996.tb04073.x
Equilibrium Analysis of Portfolio Insurance
resolves10.1111/0022-1082.00373
Contagion as a Wealth Effect
resolves10.1093/rfs/hhl025
Option Market Activity
resolves10.2307/3003143
Theory of Rational Option Pricing
resolves10.1111/j.1540-6261.2008.01352.x
Volatility Information Trading in the Option Market
resolves10.1093/rfs/4.1.17
A Theory of Trading in Stock Index Futures
The 1 reference without a DOI — listed, not checked
no DOI — not checkedref13
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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