Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets

1 March 1990

journal article
Published by JSTOR in The Journal of Finance

Vol. 45 (1) , 191-220
https://doi.org/10.2307/2328816

Abstract

This study investigates intraday relations between price changes and trading volume of options and stocks for a sample of firms whose options traded on the CBOE during the first quarter of 1986. Afte...

Keywords

PRICE CHANGES
OPTION MARKETS
TRADING VOLUME
MARKET LEAD
INTRADAY
STOCK OPTION

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