Why Option Prices Lag Stock Prices: A Trading-Based Explanation

• 1 December 1993
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 48  (5) , 1957-1967
• https://doi.org/10.2307/2329075

Abstract

Keywords

• OPTION PRICES
• STOCK LEAD
• TRANSACTION
• STOCK PRICES
• TRADING
• LAG STOCK
• PRICES LAG
• BASED EXPLANATION