Search Results for: Price Discovery In The Us Stock Options Market

Option prices vary with not only the underlying asset price, but also volatilities and higher moments. In this paper, we use a portfolio of options to seclude t

Five U.S. exchanges compete to provide quotes and attract order flows on common set of stock options: the American Stock Exchange, the Chicago Board of Options

We evaluate price discovery in the natural gas futures and futures options markets using a transaction based approach. By sampling market maker prices, we allow

The book begins by building upon the established, conventional principles of finance that you've have already learned in your principles course. The authors the

The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institu