Dispersion trading: Empirical evidence from U.S. options markets
β Scribed by Cara M. Marshall
- Book ID
- 116511884
- Publisher
- Elsevier Science
- Year
- 2009
- Tongue
- English
- Weight
- 544 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1044-0283
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract This study investigates the impact of reducing the contract size threshold for offβmarket trading on transaction costs in an options market. This study provides evidence that market makers compete more aggressively for smallβtoβmedium trades and quote midβsize depths more often after th
## Abstract This paper offers new evidence on informed trading around merger and acquisition announcements from the UK equity and options market. The analysis suggests that in about 25β33% of events there is abnormal option trading volume during the month that precedes the announcement. Such eviden