The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis
- 1 April 1998
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 53 (2) , 717-732
- https://doi.org/10.1111/0022-1082.285595
Abstract
No abstract availableKeywords
This publication has 22 references indexed in Scilit:
- Options Trading and the Bid-Ask Spread of the Underlying StocksThe Journal of Business, 1992
- Estimation of the Bid–Ask Spread and Its Components: A New ApproachThe Review of Financial Studies, 1991
- The effects of option listing on the underlying stocks' return processesJournal of Banking & Finance, 1991
- Option listing and stock returnsJournal of Banking & Finance, 1990
- The Price Effect of Option IntroductionThe Journal of Finance, 1989
- Bid-ask spreads and volatility estimatesJournal of Banking & Finance, 1989
- An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging StrategiesThe Journal of Business, 1988
- Bid, ask and transaction prices in a specialist market with heterogeneously informed tradersJournal of Financial Economics, 1985
- Information Effects on the Bid‐Ask SpreadThe Journal of Finance, 1983
- The Only Game in TownCFA Magazine, 1971