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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/0304-405x(92)90005-iopenalex-snapshot
Measuring abnormal performance
inferredcites →https://doi.org/10.1016/j.jempfin.2007.11.001openalex-snapshot
Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market
inferredcites →https://doi.org/10.1016/j.jfineco.2004.08.005openalex-snapshot
Stock price clustering on option expiration dates
inferredcites →https://doi.org/10.1016/s0304-405x(01)00056-3openalex-snapshot
Short-sellers, fundamental analysis, and stock returns
inferredcites →https://doi.org/10.1057/9781137335722.0005openalex-snapshot
Introduction to Derivatives
inferredcites →https://doi.org/10.1086/260062openalex-snapshot
The Pricing of Options and Corporate Liabilities
inferredcites →https://doi.org/10.1093/rfs/hhj024openalex-snapshot
The Information in Option Volume for Future Stock Prices
inferredcites →https://doi.org/10.1093/rfs/hhm079openalex-snapshot
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.1093/rfs/hhm083openalex-snapshot
Failure Is an Option: Impediments to Short Selling and Options Prices
inferredcites →https://doi.org/10.1111/0022-1082.00072openalex-snapshot
Are Investors Reluctant to Realize Their Losses?
inferredcites →https://doi.org/10.1111/0022-1082.00226openalex-snapshot
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
inferredcites →https://doi.org/10.1111/1540-6261.00518openalex-snapshot
Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
inferredcites →https://doi.org/10.1111/1540-6261.00560openalex-snapshot
DotCom Mania: The Rise and Fall of Internet Stock Prices
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-snapshot
Inferring Trade Direction from Intraday Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04825.xopenalex-snapshot
Good News for Value Stocks: Further Evidence on Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.01051.xopenalex-snapshot
Options and the Bubble
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01352.xopenalex-snapshot
Volatility Information Trading in the Option Market
inferredcites →https://doi.org/10.1142/9789812701022_0008openalex-snapshot
Theory of rational option pricing
inferredcites →https://doi.org/10.1142/9789814759588_0002openalex-snapshot
Theory of Rational Option Pricing
inferredcites →https://doi.org/10.1257/0002828041301759openalex-snapshot
Aggregate Short Interest and Market Valuations
inferredcites →https://doi.org/10.2139/ssrn.423881openalex-snapshot
Failure is an Option: Impediments to Short Selling and Options Prices
inferredcites →https://doi.org/10.2139/ssrn.460660openalex-snapshot
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.2139/ssrn.473263openalex-snapshot
Overreaction to Stock Market News and Misevaluation of Stock Prices by Unsophisticated Investors: Evidence from the Option Market
inferredcites →https://doi.org/10.3386/w10925openalex-snapshot
The Information of Option Volume for Future Stock Prices
What points at this work
Incoming claims: where this work appears in other papers’ reference lists and arguments.
inferred← citeshttps://doi.org/10.2139/ssrn.1108133openalex-extracted
The Role of Options in Long Horizon Portfolio Choice
inferred← citeshttps://doi.org/10.2139/ssrn.1158181openalex-extracted
Information Content of Options Trading Volume for Future Volatility: Evidence from the Taiwan Options Market
inferred← citeshttps://doi.org/10.2139/ssrn.1324464openalex-extracted
The Role of Options in Long Horizon Portfolio Choise
inferred← citeshttps://doi.org/10.2139/ssrn.1340762openalex-extracted
The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options
inferred← citeshttps://doi.org/10.2139/ssrn.1344230openalex-extracted
The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading
inferred← citeshttps://doi.org/10.2139/ssrn.1568018openalex-extracted
The Role of Signal Precision and Transaction Costs in Stock, Option and Volatility Trading
inferred← citeshttps://doi.org/10.2139/ssrn.1572427openalex-extracted
The Effects of Investor Sentiment on Speculative Trading and Prices of Stock and Index Options
inferred← citeshttps://doi.org/10.2139/ssrn.1572462openalex-extracted
Trading Options and CDS on Stocks under the Short Sale Ban
inferred← citeshttps://doi.org/10.2139/ssrn.1717015openalex-extracted
A Cumulative Prospect Theory Approach to Option Pricing
inferred← citeshttps://doi.org/10.2139/ssrn.1745728openalex-extracted
Individual Investors and Option Trading: Attention Grabbing Versus Long-Term Strategies
inferred← citeshttps://doi.org/10.2139/ssrn.1784868openalex-extracted
Illiquidity Premia in the Equity Options Market
inferred← citeshttps://doi.org/10.2139/ssrn.1906286openalex-extracted
Investor Sentiment and Value and Growth Index Options
inferred← citeshttps://doi.org/10.2139/ssrn.1929003openalex-extracted
Traders Reacting to Bad News: The SEC versus Goldman Sachs
inferred← citeshttps://doi.org/10.2139/ssrn.1970702openalex-extracted
Does Option Trading Convey Stock Price Information?
inferred← citeshttps://doi.org/10.2139/ssrn.2021281openalex-extracted
The Information Content of Option Demand
inferred← citeshttps://doi.org/10.2139/ssrn.2055088openalex-extracted
Buying and Selling Behavior of Individual Investors in Option-Like Securities
inferred← citeshttps://doi.org/10.2139/ssrn.2137082openalex-extracted
The Impact of Greed and Experience on Investors’ Returns and Banks’ Margins: Evidence from Short-Term Exchange-Traded Retail Products
inferred← citeshttps://doi.org/10.2139/ssrn.2204112openalex-extracted
Are Investors Irrational? - Study on China Warrant Market
inferred← citeshttps://doi.org/10.2139/ssrn.2305314openalex-extracted
Analogy Making and the Structure of Implied Volatility Skew
inferred← citeshttps://doi.org/10.2139/ssrn.2326185openalex-extracted
Attention on Volatility and Options
inferred← citeshttps://doi.org/10.2139/ssrn.2340903openalex-extracted
Analogy Making and the Structure of Implied Volatility Skew
inferred← citeshttps://doi.org/10.2139/ssrn.2373560openalex-extracted
What Drives Index Options Exposure?
inferred← citeshttps://doi.org/10.2139/ssrn.2379606openalex-extracted
Dispersion in Options Investors’ Versus Analysts’ Expectations: Predictive Inference for Stock Returns
inferred← citeshttps://doi.org/10.2139/ssrn.2379934openalex-extracted
Mental Accounting: A New Behavioral Explanation of Covered Call Performance
inferred← citeshttps://doi.org/10.2139/ssrn.2465738openalex-extracted
Analogy Making and the Structure of Implied Volatility Skew
inferred← citeshttps://doi.org/10.2139/ssrn.2492506openalex-extracted
Trading Cost Dynamics of Market Making in Equity Options
inferred← citeshttps://doi.org/10.2139/ssrn.2506052openalex-extracted
Dispersion in Options Traderss' Expectations and Stock Return Predictability
inferred← citeshttps://doi.org/10.2139/ssrn.2544344openalex-extracted
Where Do Informed Traders Trade (First)? Option Trading Activity, News Releases, and Stock Return Predictability
inferred← citeshttps://doi.org/10.2139/ssrn.2584839openalex-extracted
Anchoring Heuristic in Option Pricing
inferred← citeshttps://doi.org/10.2139/ssrn.2671014openalex-extracted
Innovation, Investor Sentiment, and Firm-Level Experimentation
inferred← citeshttps://doi.org/10.2139/ssrn.2709267openalex-extracted
Anchoring and Adjustment Heuristic in Option Pricing
inferred← citeshttps://doi.org/10.2139/ssrn.2736900openalex-extracted
Single Stock Call Options as Lottery Tickets
inferred← citeshttps://doi.org/10.2139/ssrn.2788325openalex-extracted
When the Options Market Disagrees
inferred← citeshttps://doi.org/10.2139/ssrn.2798181openalex-extracted
A Strange Disposition? Option Trading Based on Reference Prices
inferred← citeshttps://doi.org/10.2139/ssrn.2909473openalex-extracted
Option Prices and Costly Short-Selling
inferred← citeshttps://doi.org/10.2139/ssrn.3256061openalex-extracted
Mispriced Stocks, Option Volume, and Asymmetric Stock Return Predictability
inferred← citeshttps://doi.org/10.2139/ssrn.3256088openalex-extracted
Sentiment, Implied Volatility Slope, and Risk-Neutral Skewness
inferred← citeshttps://doi.org/10.2139/ssrn.3556977openalex-extracted
Learning about Uncertainty from Options Trading
inferred← citeshttps://doi.org/10.2139/ssrn.3607030openalex-extracted
Limited Attention and Option Prices
inferred← citeshttps://doi.org/10.2139/ssrn.3726935openalex-extracted
Mutual Fund Hedging Demands and the Cross-Section of Variance Risk Premiums
inferred← citeshttps://doi.org/10.2139/ssrn.3736127openalex-extracted
Trading Volume, Information Releases, and the Returns to Equity Option Straddles
inferred← citeshttps://doi.org/10.2139/ssrn.3776590openalex-extracted
High-Frequency Trading in the Stock Market and the Costs of Option Market Making
inferred← citeshttps://doi.org/10.2139/ssrn.3788992openalex-extracted
Enhancement in Firms’ Information Environment via Options Trading and the Efficiency of Corporate Investment
inferred← citeshttps://doi.org/10.2139/ssrn.3856753openalex-extracted
Asymmetries and the Market for Put Options
inferred← citeshttps://doi.org/10.2139/ssrn.3874674openalex-extracted
Firm Growth Potential and Option Returns
inferred← citeshttps://doi.org/10.2139/ssrn.3915901openalex-extracted
Net Buying Pressure and the Information in Bitcoin Option Trades
inferred← citeshttps://doi.org/10.2139/ssrn.4050165openalex-extracted
Losing is Optional: Retail Option Trading and Earnings Announcement Volatility
inferred← citeshttps://doi.org/10.2139/ssrn.4389657openalex-extracted
A Simple Role for Complex Options
inferred← citeshttps://doi.org/10.2139/ssrn.4404393openalex-extracted
Betting on Elusive Returns: Retail Trading in Complex Options
inferred← citeshttps://doi.org/10.2139/ssrn.4404704openalex-extracted
Retail Traders Love 0DTE Options... But Should They?
inferred← citeshttps://doi.org/10.2139/ssrn.4426358openalex-extracted
Does 0DTE Options Trading Increase Volatility?
inferred← citeshttps://doi.org/10.2139/ssrn.4465293openalex-extracted
Analyst Tipping: New Evidence from Directional Options Trading Volume and FINRA Rule 2241 *
inferred← citeshttps://doi.org/10.2139/ssrn.4560320openalex-extracted
Did Retail Traders Take Over Wall Street? A Tick-by-Tick Analysis of GameStop's Price Surge
inferred← citeshttps://doi.org/10.2139/ssrn.4567604openalex-extracted
Option Market Maker Hedging and Stock Market Liquidity
inferred← citeshttps://doi.org/10.2139/ssrn.4592419openalex-extracted
Hedge Fund Option Demand and Crash Risk Premium
inferred← citeshttps://doi.org/10.2139/ssrn.4595840openalex-extracted
Equity Option Return Predictability and Expiration Days
inferred← citeshttps://doi.org/10.2139/ssrn.4613741openalex-extracted
Retail Option Trading and Market Quality: Evidence from High-Frequency Data
inferred← citeshttps://doi.org/10.2139/ssrn.4682388openalex-extracted
An Anatomy of Retail Option Trading
inferred← citeshttps://doi.org/10.2139/ssrn.4747465openalex-extracted
Seeking Alpha: More Sophisticated Than Meets the Eye
inferred← citeshttps://doi.org/10.2139/ssrn.858304openalex-extracted
Systematic Variance Risk and Firm Characteristics in the Equity Options Market
inferred← citeshttps://doi.org/10.2139/ssrn.873639openalex-extracted
Is There Money to Be Made Investing in Options? A Historical Perspective
inferred← citeshttps://doi.org/10.2139/ssrn.923526openalex-extracted
Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders?
inferred← citeshttps://doi.org/10.2139/ssrn.932256openalex-extracted
Investor Irrationality and the Nasdaq Bubble
inferred← citeshttps://doi.org/10.2139/ssrn.972806openalex-extracted
Do Equity Markets Favor Credit Markets News Over Options Market News?
inferred← citeshttps://doi.org/10.1002/fut.20407openalex-snapshot
Narrow framing: Professions, sophistication, and experience
inferred← citeshttps://doi.org/10.1002/fut.21634openalex-snapshot
Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market
inferred← citeshttps://doi.org/10.1002/fut.21655openalex-snapshot
Deviations from Put–Call Parity and Volatility Prediction: Evidence from the Taiwan Index Option Market
inferred← citeshttps://doi.org/10.1002/fut.21910openalex-snapshot
Analysis of the clientele effect and the information content of short‐term index option returns in Taiwan
inferred← citeshttps://doi.org/10.1002/fut.22066openalex-snapshot
What Do We Know About Individual Equity Options?
inferred← citeshttps://doi.org/10.1002/fut.22162openalex-snapshot
The Chinese Warrant Bubble: A Fundamental Analysis
inferred← citeshttps://doi.org/10.1002/fut.22186openalex-snapshot
Informed options trading around holidays
inferred← citeshttps://doi.org/10.1002/fut.22215openalex-snapshot
Investor sentiment, misreaction, and the skewness‐return relationship
inferred← citeshttps://doi.org/10.1002/fut.22314openalex-snapshot
Investment horizon and option market activity
inferred← citeshttps://doi.org/10.1002/fut.22536openalex-snapshot
Feedback Trading: The Intraday Case of Retail Derivatives
inferred← citeshttps://doi.org/10.1002/fut.70004openalex-snapshot
Effects of Social Media‐Based Peer Opinions on the Prices of Cryptocurrency Options
inferred← citeshttps://doi.org/10.1002/fut.70142openalex-snapshot
Cross‐Market Convergence Trading in Options Order Flow
inferred← citeshttps://doi.org/10.1007/s00199-015-0912-9openalex-snapshot
Incomplete markets and derivative assets
inferred← citeshttps://doi.org/10.1007/s11142-015-9317-zopenalex-snapshot
Investor sophistication and disclosure clienteles
inferred← citeshttps://doi.org/10.1007/s11147-015-9118-3openalex-snapshot
Option pricing model with sentiment
inferred← citeshttps://doi.org/10.1007/s11147-018-9147-9openalex-snapshot
Is trading in the shortest-term index options profitable?
inferred← citeshttps://doi.org/10.1007/s11156-012-0320-1openalex-snapshot
Did institutions herd during the internet bubble?
inferred← citeshttps://doi.org/10.1007/s11156-015-0516-2openalex-snapshot
The dynamic relation between options trading, short selling, and aggregate stock returns
inferred← citeshttps://doi.org/10.1007/s11408-011-0164-zopenalex-snapshot
Do option open-interest changes foreshadow future equity returns?
inferred← citeshttps://doi.org/10.1007/s11408-014-0225-1openalex-snapshot
(Un)skilled leveraged trading of retail investors
inferred← citeshttps://doi.org/10.1016/j.bir.2024.04.006openalex-snapshot
Economic policy uncertainty and options market participation: Hedge or speculation?
inferred← citeshttps://doi.org/10.1016/j.finmar.2009.09.004openalex-snapshot
Option market liquidity: Commonality and other characteristics
inferred← citeshttps://doi.org/10.1016/j.finmar.2012.04.002openalex-snapshot
The options market maker exception to SEC Regulation SHO
inferred← citeshttps://doi.org/10.1016/j.finmar.2016.09.006openalex-snapshot
What options to trade and when: Evidence from seasoned equity offerings
inferred← citeshttps://doi.org/10.1016/j.finmar.2022.100764openalex-snapshot
Net buying pressure and the information in bitcoin option trades
inferred← citeshttps://doi.org/10.1016/j.gfj.2021.100646openalex-snapshot
Cross-market informed trading in the CDS and option markets
inferred← citeshttps://doi.org/10.1016/j.intfin.2018.02.009openalex-snapshot
Directional information effects of options trading: Evidence from the banking industry
inferred← citeshttps://doi.org/10.1016/j.iref.2019.07.006openalex-snapshot
Volatility information trading in the index options market: An intraday analysis
inferred← citeshttps://doi.org/10.1016/j.iref.2022.02.030openalex-snapshot
Informed trading in the CDS and OTM put option markets
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2008.11.005openalex-snapshot
Option trading and individual investor performance
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2009.07.015openalex-snapshot
Information content of options trading volume for future volatility: Evidence from the Taiwan options market
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2011.01.016openalex-snapshot
The comovement of option listed stocks
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2012.04.010openalex-snapshot
Option trading: Information or differences of opinion?
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2013.07.030openalex-snapshot
Returns and option activity over the option-expiration week for S&P 100 stocks
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2018.07.005openalex-snapshot
The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2018.07.016openalex-snapshot
Differences in options investors’ expectations and the cross-section of stock returns
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2019.105700openalex-snapshot
Liquidity Risk and Expected Option Returns
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2021.106250openalex-snapshot
Trading behavior of retail investors in derivatives markets: Evidence from Mini options
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2023.106809openalex-snapshot
Enhancement in a firm's information environment via options trading and the efficiency of corporate investment
inferred← citeshttps://doi.org/10.1016/j.jbankfin.2024.107243openalex-snapshot
Trading options and CDS on stocks under the short sale ban
inferred← citeshttps://doi.org/10.1016/j.jeconom.2025.106131openalex-snapshot
Decomposing informed trading in equity options
inferred← citeshttps://doi.org/10.1016/j.jempfin.2007.11.001openalex-snapshot
Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market
inferred← citeshttps://doi.org/10.1016/j.jempfin.2014.03.003openalex-snapshot
Stock returns on option expiration dates: Price impact of liquidity trading
inferred← citeshttps://doi.org/10.1016/j.jempfin.2014.05.007openalex-snapshot
Trading activity in the equity market and its contingent claims: An empirical investigation
inferred← citeshttps://doi.org/10.1016/j.jfineco.2009.11.004openalex-snapshot
O/S: The relative trading activity in options and stock
inferred← citeshttps://doi.org/10.1016/j.jfineco.2010.12.006openalex-snapshot
The dark side of financial innovation: A case study of the pricing of a retail financial product☆
inferred← citeshttps://doi.org/10.1016/j.jfineco.2013.12.004openalex-snapshot
Does option trading convey stock price information?
inferred← citeshttps://doi.org/10.1016/j.jfineco.2015.08.019openalex-snapshot
Why does the option to stock volume ratio predict stock returns?
inferred← citeshttps://doi.org/10.1016/j.jfineco.2016.06.004openalex-snapshot
Gambling preference and individual equity option returns
inferred← citeshttps://doi.org/10.1016/j.jfineco.2019.04.004openalex-snapshot
Option prices and costly short-selling
inferred← citeshttps://doi.org/10.1016/j.jfineco.2021.03.006openalex-snapshot
Mispricing, Short-Sale Constraints, and the Cross-Section of Option Returns
inferred← citeshttps://doi.org/10.1016/j.jfineco.2024.103900openalex-snapshot
High-frequency trading in the stock market and the costs of options market making
inferred← citeshttps://doi.org/10.1016/j.jfineco.2026.104238openalex-snapshot
Retail option traders and the implied volatility surface
inferred← citeshttps://doi.org/10.1016/j.jfs.2020.100816openalex-snapshot
The SKEW Index: Extracting What Has Been Left
inferred← citeshttps://doi.org/10.1016/j.pacfin.2016.03.002openalex-snapshot
Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market
inferred← citeshttps://doi.org/10.1016/j.pacfin.2025.102687openalex-snapshot
Low risk, high return: Improving option writing performance with put-call ratios in Taiwan
inferred← citeshttps://doi.org/10.1016/j.qref.2021.12.004openalex-snapshot
Variation in option implied volatility spread and future stock returns
inferred← citeshttps://doi.org/10.1017/bpp.2024.62openalex-snapshot
Trading is a losing game: an audit of deceptive choice architecture in demo-mode Contract for Difference (CFD) trading apps
inferred← citeshttps://doi.org/10.1017/s0022109012000592openalex-snapshot
Cognitive Dissonance, Sentiment, and Momentum
inferred← citeshttps://doi.org/10.1017/s0022109015000290openalex-snapshot
Sophistication, Sentiment, and Misreaction
inferred← citeshttps://doi.org/10.1017/s0022109018000285openalex-snapshot
Anticipating Uncertainty: Straddles around Earnings Announcements
inferred← citeshttps://doi.org/10.1017/s002210901900053xopenalex-snapshot
Short-Sale Constraints and Options Trading: Evidence from Reg SHO
inferred← citeshttps://doi.org/10.1017/s002210902100003xopenalex-snapshot
Maturity Driven Mispricing of Options
inferred← citeshttps://doi.org/10.1017/s0022109026102804openalex-snapshot
Attentive Options Traders: Textual Changes to 10-Ks and Option Volatility Smirk
inferred← citeshttps://doi.org/10.1017/s0022109026102889openalex-snapshot
Betting Against the Crowd: Option Trading and Market Risk Premium
inferred← citeshttps://doi.org/10.1080/09603107.2011.562160openalex-snapshot
Risk preference and trading motivation measurement due to moneyness: evidence from the S&P 500 Index option market
inferred← citeshttps://doi.org/10.1080/09603107.2011.597723openalex-snapshot
Implied risk aversion and volatility risk premiums
inferred← citeshttps://doi.org/10.1080/09603107.2011.627210openalex-snapshot
Technical trading with open interest: evidence from the German market
inferred← citeshttps://doi.org/10.1080/1351847x.2013.779290openalex-snapshot
Investor sentiment and value and growth stock index options
inferred← citeshttps://doi.org/10.1080/14697688.2019.1696018openalex-snapshot
Implied Volatility Sentiment: A Tale of Two Tails
inferred← citeshttps://doi.org/10.1080/14697688.2023.2229375openalex-snapshot
The role of fleeting orders on option expiration days
inferred← citeshttps://doi.org/10.1080/15427560.2012.657314openalex-snapshot
Behavioral Aspects of Covered Call Writing: An Empirical Investigation
inferred← citeshttps://doi.org/10.1080/15427560.2018.1511792openalex-snapshot
Single Stock Call Options as Lottery Tickets: Overpricing and Investor Sentiment
inferred← citeshttps://doi.org/10.1080/15427560.2019.1615913openalex-snapshot
A Closer Look at the Disposition Effect in U.S. Equity Option Markets
inferred← citeshttps://doi.org/10.1080/15427560.2020.1716360openalex-snapshot
Net Buyers of Attention-Grabbing Stocks? Who Exactly Are They?
inferred← citeshttps://doi.org/10.1080/23322039.2019.1684609openalex-snapshot
The pricing kernel puzzle: A behavioral explanation
inferred← citeshttps://doi.org/10.1093/jjfinec/nbac025openalex-snapshot
Market Maker Inventory, Bid–Ask Spreads, and the Computation of Option Implied Risk Measures
inferred← citeshttps://doi.org/10.1093/rapstu/raad013openalex-snapshot
Is Firm-Level Political Risk Priced in the Equity Option Market?
inferred← citeshttps://doi.org/10.1093/rfs/hhaa058openalex-snapshot
Winners, Losers, and Regulators in a Derivatives Market Bubble
inferred← citeshttps://doi.org/10.1093/rfs/hhaa082openalex-snapshot
Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
inferred← citeshttps://doi.org/10.1093/rfs/hhab078openalex-snapshot
Disagreement in the Equity Options Market and Stock Returns
inferred← citeshttps://doi.org/10.1093/rfs/hhm071openalex-snapshot
Investor Sentiment and Option Prices
inferred← citeshttps://doi.org/10.1093/rfs/hhx113openalex-snapshot
Illiquidity Premia in the Equity Options Market
inferred← citeshttps://doi.org/10.1093/rfs/hhz088openalex-snapshot
Order Cancellations, Fees, and Execution Quality in U.S. Equity Options
inferred← citeshttps://doi.org/10.1093/rof/rfw061openalex-snapshot
What Drives Index Options Exposures?
inferred← citeshttps://doi.org/10.1108/jes-03-2013-0039openalex-snapshot
Agent-based risk management – a regulatory approach to financial markets
inferred← citeshttps://doi.org/10.1108/jrf-11-2013-0077openalex-snapshot
Analysis of the impact of improved market trading efficiency on the speculation-hedging relation
inferred← citeshttps://doi.org/10.1108/mf-02-2014-0028openalex-snapshot
Influence of individual investor sentiment on Taiwan option prices during 2007-2010 financial crisis
inferred← citeshttps://doi.org/10.1108/mf-04-2015-0097openalex-snapshot
Implied volatility smirk and future stock returns: evidence from the German market
inferred← citeshttps://doi.org/10.1108/rbf-08-2020-0206openalex-snapshot
Measuring gambling activity in options market
inferred← citeshttps://doi.org/10.1108/sef-07-2016-0164openalex-snapshot
Are covered calls the right option for Australian investors?
inferred← citeshttps://doi.org/10.1109/agents.2019.8929176openalex-snapshot
Deep Learning in Model Risk Neutral Distribution for Option Pricing
inferred← citeshttps://doi.org/10.1111/1475-679x.12070openalex-snapshot
Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?
inferred← citeshttps://doi.org/10.1111/1540-6229.12363openalex-snapshot
Contract Rescission in the Real Estate Presale Market
inferred← citeshttps://doi.org/10.1111/eufm.12065openalex-snapshot
Which Beta Is Best? On the Information Content of Option‐implied Betas
inferred← citeshttps://doi.org/10.1111/fima.12466openalex-snapshot
Anomalies, option volume, and disagreement
inferred← citeshttps://doi.org/10.1111/fire.12287openalex-snapshot
The determinants of open interest in option markets
inferred← citeshttps://doi.org/10.1111/fire.12310openalex-snapshot
Option Trading and Returns versus the 52-Week High and Low
inferred← citeshttps://doi.org/10.1111/j.1540-6261.2006.01051.xopenalex-snapshot
Options and the Bubble
inferred← citeshttps://doi.org/10.1111/j.1540-6261.2008.01352.xopenalex-snapshot
Volatility Information Trading in the Option Market
inferred← citeshttps://doi.org/10.1111/j.1540-6261.2011.01663.xopenalex-snapshot
Who Drove and Burst the Tech Bubble?
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