## 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
β¦ LIBER β¦
The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis
β Scribed by Raman Kumar; Atulya Sarin; Kuldeep Shastri
- Book ID
- 108503135
- Publisher
- John Wiley and Sons
- Year
- 1998
- Tongue
- English
- Weight
- 85 KB
- Volume
- 53
- Category
- Article
- ISSN
- 0022-1082
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The impact of off-market trading on liqu
β
Andrew Lepone; Jin Young Yang
π
Article
π
2009
π
John Wiley and Sons
π
English
β 109 KB
π 1 views
The impact of futures trading on volatil
β
Adnan Kasman; Saadet Kasman
π
Article
π
2008
π
Elsevier Science
π
English
β 243 KB
On the impact of infrequent trading on t
β
Teppo Martikainen; Jukka Perttunen; Paavo Yli-Olli; A. Gunasekaran
π
Article
π
1996
π
Elsevier Science
π
English
β 404 KB
An empirical examination of the pricing
β
Steve Easton; Richard Gerlach; Melissa Graham; Frank Tuyl
π
Article
π
2004
π
John Wiley and Sons
π
English
β 111 KB
π 2 views
## Abstract Actively traded barrier options were introduced on the Australian Stock Exchange in 1998. This market provides a unique laboratory in which to empirically examine their pricing. This is particularly so given that, for a number of these options, otherwise identical standard European opti
The impact of H-share derivatives on the
β
Steven Shuye Wang; Wei Li; Louis T. W. Cheng
π
Article
π
2008
π
Springer US
π
English
β 329 KB
An Empirical Multi-Country Analysis of t
β
Cees Van Beers; Jeroen C. J. M. Van Den Bergh
π
Article
π
1997
π
John Wiley and Sons
π
English
β 794 KB