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Options Market Makers

https://doi.org/10.2139/ssrn.4633451
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/fut.20369openalex-extracted
Informed trading in the index option market: The case of KOSPI 200 options
inferredcites →https://doi.org/10.1016/0304-405x(80)90003-3openalex-extracted
Discretely adjusted option hedges
inferredcites →https://doi.org/10.1016/0304-405x(80)90020-3openalex-extracted
Dealership market
inferredcites →https://doi.org/10.1016/j.finmar.2013.06.006openalex-extracted
High Frequency Trading and the New-Market Makers
inferredcites →https://doi.org/10.1016/j.finmar.2015.01.001openalex-extracted
Options market makers׳ hedging and informed trading: Theory and evidence
inferredcites →https://doi.org/10.1016/j.jbankfin.2017.05.006openalex-extracted
Optimal delta hedging for options
inferredcites →https://doi.org/10.1016/j.jfineco.2004.08.005openalex-extracted
Stock price clustering on option expiration dates
inferredcites →https://doi.org/10.1016/j.jfineco.2013.12.004openalex-extracted
Does option trading convey stock price information?
inferredcites →https://doi.org/10.1016/j.jfineco.2021.04.029openalex-extracted
Hedging demand and market intraday momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103900openalex-extracted
High-frequency trading in the stock market and the costs of options market making
inferredcites →https://doi.org/10.1017/s0022109018001096openalex-extracted
Risk and Return in High Frequency Trading
inferredcites →https://doi.org/10.1017/s0022109019000462openalex-extracted
A Tractable Framework for Option Pricing with Dynamic Market Maker Inventory and Wealth
inferredcites →https://doi.org/10.1093/acprof:oso/9780199936243.001.0001openalex-extracted
Market Liquidity
inferredcites →https://doi.org/10.1093/oso/9780195144703.001.0001openalex-extracted
Trading and Exchanges
inferredcites →https://doi.org/10.1093/rfs/hhaa010openalex-extracted
Options Trading Costs Are Lower than You Think
inferredcites →https://doi.org/10.1093/rfs/hhaa082openalex-extracted
Does Option Trading Have a Pervasive Impact on Underlying Stock Prices?
inferredcites →https://doi.org/10.1093/rfs/hhj024openalex-extracted
The Information in Option Volume for Future Stock Prices
inferredcites →https://doi.org/10.1093/rfs/hhp005openalex-extracted
Demand-Based Option Pricing
inferredcites →https://doi.org/10.1093/rfs/hhx113openalex-extracted
Illiquidity Premia in the Equity Options Market
inferredcites →https://doi.org/10.1111/j.1540-6261.1978.tb02053.xopenalex-extracted
THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS
inferredcites →https://doi.org/10.1111/j.1540-6261.1983.tb02282.xopenalex-extracted
The Dynamics of Dealer Markets Under Competition
inferredcites →https://doi.org/10.1111/j.1540-6261.1984.tb03858.xopenalex-extracted
Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb02383.xopenalex-extracted
Option Pricing and Replication with Transactions Costs
inferredcites →https://doi.org/10.1111/j.1540-6261.1989.tb02654.xopenalex-extracted
Options Arbitrage in Imperfect Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb03986.xopenalex-extracted
Option Replication in Discrete Time with Transaction Costs
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04409.xopenalex-extracted
Market Making in the Options Markets and the Costs of Discrete Hedge Rebalancing
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00653.xopenalex-extracted
Toward a National Market System for U.S. Exchange–listed Equity Options
inferredcites →https://doi.org/10.1111/jofi.12380openalex-extracted
Order Flow and Expected Option Returns
inferredcites →https://doi.org/10.1146/annurev-financial-121415-033010openalex-extracted
The Economics of High-Frequency Trading: Taking Stock
inferredcites →https://doi.org/10.1287/mnsc.2019.3529openalex-extracted
Index Option Trading Activity and Market Returns
inferredcites →https://doi.org/10.2139/ssrn.1784868openalex-extracted
Illiquidity Premia in the Equity Options Market
inferredcites →https://doi.org/10.2139/ssrn.2867461openalex-extracted
inferredcites →https://doi.org/10.2139/ssrn.319261openalex-extracted
inferredcites →https://doi.org/10.2307/1913210openalex-extracted
Continuous Auctions and Insider Trading
inferredcites →https://doi.org/10.2307/2331420openalex-extracted
Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
inferredcites →https://doi.org/10.2307/2978484openalex-extracted
The Valuation of Option Contracts and a Test of Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00647.xopenalex-snapshot
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
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