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The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis

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References

1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
1991Inferring Trade Direction from Intraday Data3,150 cited
1983Information Effects on the Bid-Ask Spread1,875 cited
1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis979 cited
1971The Only Game in Town855 cited
1976Options and Efficiency830 cited
1994Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes603 cited
1991Estimation of the Bid–Ask Spread and Its Components: A New Approach594 cited
1991The Summary Informativeness of Stock Trades: An Econometric Analysis537 cited
1993Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement506 cited
1989The Price Effect of Option Introduction352 cited
1991A Bayesian model of intraday specialist pricing336 cited
1988An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies332 cited
1989Options markets and stock return volatility282 cited

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1987An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies280 cited

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