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Market-wide impact of the disposition effect: evidence from IPO trading volume

✍ Scribed by Markku Kaustia

Book ID
116482241
Publisher
Elsevier Science
Year
2004
Tongue
English
Weight
225 KB
Volume
7
Category
Article
ISSN
1386-4181

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## Abstract This study investigates the impact of reducing the contract size threshold for off‐market trading on transaction costs in an options market. This study provides evidence that market makers compete more aggressively for small‐to‐medium trades and quote mid‐size depths more often after th