Please include links or at least keywords to research papers if possible.
This is basically an investigation into max pain / stock pinning and what it would take for a hedge fund to cause it.
- market capitalization
- Institutional versus retail ownership
- Transparency of business model
- Implied volatility, Strike, time to expiry
- availability of shares to short
The reason I ask is the behavior of HTZ this week seemed peculiar and the PUT options were priced very high.
I do understand that this is a boogey man with options and I'm not looking for answers to pinning/max pain manipulation, but rather just the simple question of what is required to influence a stock price and if there has been any studies done on this.