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Option Market Activity
15 references·16 citing·32 second hop
Option Market Activity (2006)Option Market ActivityVolatility Information Trading in the Option Market (2008)Volatility Information Tradin…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…The Information in Option Volume for Future Stock Prices (2006)The Information in Option Vol…Theory of rational option pricing (2005)Theory of rational option pri…Demand-Based Option Pricing (2005)Demand-Based Option PricingAll that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2005)All that Glitters: The Effect…DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)DotCom Mania: The Rise and Fa…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…Good News for Value Stocks: Further Evidence on Market Efficiency (1997)Good News for Value Stocks: F…Measuring abnormal performance (1992)Measuring abnormal performanceInferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Theory of Rational Option Pricing (1973)Theory of Rational Option Pri…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Retail Trading in Options and the Rise of the Big Three Wholesalers (2023)Retail Trading in Options and…Option Return Predictability (2021)Option Return PredictabilityMispricing, Short-Sale Constraints, and the Cross-Section of Option Returns (2020)Mispricing, Short-Sale Constr…Illiquidity Premia in the Equity Options Market (2017)Illiquidity Premia in the Equ…Why does the option to stock volume ratio predict stock returns? (2016)Why does the option to stock …Gambling preference and individual equity option returns (2016)Gambling preference and indiv…Does Option Trading Have a Pervasive Impact on Underlying Stock Prices? (2016)Does Option Trading Have a Pe…Investor sophistication and disclosure clienteles (2015)Investor sophistication and d…When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia (2013)When Uncertainty Blows in the…Does option trading convey stock price information? (2013)Does option trading convey st…Option trading: Information or differences of opinion? (2012)Option trading: Information o…Illiquidity Premia in the Equity Options Market (2012)Illiquidity Premia in the Equ…Early Exercise of Put Options on Stocks (2012)Early Exercise of Put Options…Option market liquidity: Commonality and other characteristics (2009)Option market liquidity: Comm…Option trading and individual investor performance (2008)Option trading and individual…Options and the Bubble (2006)Options and the BubbleEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Individual Investor Trading and Stock Returns (2008)It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017)The COVID-19 Outbreak and Affected Countries Stock Markets Response (2020)Option pricing when underlying stock returns are discontinuous (1976)Market Liquidity and Funding Liquidity (2005)Liquidity and Asset Prices (2006)Intermediary asset pricing: New evidence from many asset classes (2017)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Investor Psychology and Asset Pricing (2001)Dividend Policy, Growth, and the Valuation of Shares (1961)Up Close and Personal: Investor Sophistication and the Disposition Effect (2006)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Housing supply and housing bubbles (2008)Prospect Theory: An Analysis of Decision under Risk (1979)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)Option pricing: A simplified approach (1979)
this work references cited by second hop

References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2005Theory of rational option pricing7,161 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2005All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors1,140 cited
  • 2003DotCom Mania: The Rise and Fall of Internet Stock Prices916 cited
  • 2005Demand-Based Option Pricing889 cited
  • 2006The Information in Option Volume for Future Stock Prices847 cited
  • 1992Measuring abnormal performance840 cited
  • 1997Good News for Value Stocks: Further Evidence on Market Efficiency805 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 2008Volatility Information Trading in the Option Market287 cited

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Cited by

  • 2013Does option trading convey stock price information?243 cited
  • 2006Options and the Bubble241 cited
  • 2016Why does the option to stock volume ratio predict stock returns?220 cited
  • 2013When Uncertainty Blows in the Orchard: Comovement and Equilibrium Volatility Risk Premia218 cited
  • 2008Option trading and individual investor performance170 cited
  • 2017Illiquidity Premia in the Equity Options Market168 cited
  • 2023Retail Trading in Options and the Rise of the Big Three Wholesalers160 cited
  • 2009Option market liquidity: Commonality and other characteristics120 cited
  • 2016Gambling preference and individual equity option returns118 cited
  • 2021Option Return Predictability116 cited
  • 2016Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?97 cited
  • 2012Illiquidity Premia in the Equity Options Market89 cited
  • 2015Investor sophistication and disclosure clienteles80 cited
  • 2012Option trading: Information or differences of opinion?70 cited
  • 2020Mispricing, Short-Sale Constraints, and the Cross-Section of Option Returns65 cited
  • 2012Early Exercise of Put Options on Stocks63 cited