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Remo Crameri - Publications

Assistent Prof. M. Chesney



Publications

Journal Articles (1)

Detecting abnormal trading activities in option markets
Marc Chesney, Remo Crameri, Loriano Mancini
In: Journal of Empirical Finance, Vol. 33, p. 263-275, September 2015.


Dissertations (1)

Working Papers (2)

Detecting informed trading activities in the options markets
Marc Chesney, Remo Crameri, Loriano Mancini
NCCR FINRISK Working Paper, No. 560, April 2014.


Detecting informed trading activities in the options markets: Appendix on subprime financial crisis
Marc Chesney, Remo Crameri, Loriano Mancini
NCCR FINRISK Working Paper Series, No. 726, September 2012.