ScienceGate
Advanced Search
Author Search
Journal Finder
Blog
Sign in / Sign up
ScienceGate
Search
Author Search
Journal Finder
Blog
Sign in / Sign up
Price Discovery Across Equity and Option Markets
SSRN Electronic Journal
◽
10.2139/ssrn.2325714
◽
2013
◽
Author(s):
Hayden Kane
Keyword(s):
Price Discovery
◽
Option Markets
Download Full-text
Related Documents
Cited By
References
Price Discovery in Near- and Away-from-the-Money Option Markets
Financial Review
◽
10.1111/j.1540-6288.2012.00352.x
◽
2013
◽
Vol 48
(1)
◽
pp. 25-48
◽
Cited By ~ 9
Author(s):
Thomas Rourke
Keyword(s):
Price Discovery
◽
Option Markets
Download Full-text
Trading costs and the relative rates of price discovery in stock, futures, and option markets
Journal of Futures Markets
◽
10.1002/(sici)1096-9934(199606)16:4<353::aid-fut1>3.0.co;2-h
◽
1996
◽
Vol 16
(4)
◽
pp. 353-387
◽
Cited By ~ 271
Author(s):
Jeff Fleming
◽
Barbara Ostdiek
◽
Robert E. Whaley
Keyword(s):
Price Discovery
◽
Trading Costs
◽
Option Markets
Download Full-text
Tick Size, Microstructure Noise and Volatility Inversion Effects on Price Discovery in Option Markets: Theory and Empirical Evidence
SSRN Electronic Journal
◽
10.2139/ssrn.1914114
◽
2011
◽
Author(s):
Michal Czerwonko
◽
Nabil Khoury
◽
Stylianos Perrakis
◽
Marko Savor
Keyword(s):
Empirical Evidence
◽
Price Discovery
◽
Microstructure Noise
◽
Tick Size
◽
Option Markets
◽
Inversion Effects
Download Full-text
Price discovery in the price disagreement between equity and option markets: Evidence from SSE ETF50 options of China
International Review of Economics & Finance
◽
10.1016/j.iref.2019.04.005
◽
2019
◽
Vol 64
◽
pp. 557-571
◽
Cited By ~ 1
Author(s):
Dehong Liu
◽
Qi Qiu
◽
J. Christopher Hughen
◽
Peter Lung
Keyword(s):
Price Discovery
◽
Option Markets
Download Full-text
How Option Markets Affect Price Discovery on the Spot Markets: A Survey of the Empirical Literature and Synthesis
International Journal of Business and Management
◽
10.5539/ijbm.v4n8p155
◽
2009
◽
Vol 4
(8)
◽
Cited By ~ 11
Author(s):
Afef ANSI
◽
Olfa BEN OUDA
Keyword(s):
Price Discovery
◽
Empirical Literature
◽
Spot Markets
◽
Option Markets
Download Full-text
Tick Size Reduction and Price Discovery in Option Markets: An Empirical Investigation
SSRN Electronic Journal
◽
10.2139/ssrn.1773096
◽
2011
◽
Author(s):
Michal Czerwonko
◽
Nabil Khoury
◽
Stylianos Perrakis
◽
Marko Savor
Keyword(s):
Empirical Investigation
◽
Price Discovery
◽
Size Reduction
◽
Tick Size
◽
Option Markets
Download Full-text
Price Discovery in Stock and Option Markets: A Portfolio Approach
SSRN Electronic Journal
◽
10.2139/ssrn.1404988
◽
2009
◽
Author(s):
Jung Hwang
◽
Raul Susmel
Keyword(s):
Price Discovery
◽
Option Markets
◽
Portfolio Approach
Download Full-text
Tick Size, Microstructure Noise, Informed Trading and Volatility Inversion Effects on Price Discovery in Option Markets: Theory and Empirical Evidence
SSRN Electronic Journal
◽
10.2139/ssrn.2025035
◽
2012
◽
Cited By ~ 3
Author(s):
Michal Czerwonko
◽
Nabil Khoury
◽
Stylianos Perrakis
◽
Marko Savor
Keyword(s):
Empirical Evidence
◽
Price Discovery
◽
Informed Trading
◽
Microstructure Noise
◽
Tick Size
◽
Option Markets
◽
Inversion Effects
Download Full-text
Kospi 200 (Increase of Option Multiplier and Price Discovery in Kospi 200 Spot and Option Markets)
SSRN Electronic Journal
◽
10.2139/ssrn.3016278
◽
2014
◽
Author(s):
Woo-Baik Lee
◽
Cheoljun Eom
◽
Jongwon Park
Keyword(s):
Price Discovery
◽
Option Markets
Download Full-text
International Real Estate Market Integration and Price Discovery: Evidence from Nonlinear Cointegration Analysis
10.15396/eres2005_232
◽
2005
◽
Keyword(s):
Real Estate
◽
Market Integration
◽
Price Discovery
◽
Real Estate Market
◽
Cointegration Analysis
Download Full-text
Sign in / Sign up
Close
Export Citation Format
Close
Share Document
Close