Retail Option Trading and Liquidity: Evidence from High-Frequency Data
The study reveals that retail trading in the options market affects the liquidity of underlying stocks, especially when liquidity supply is anticipated to be limited.
Featured in No. 15 on 14 Sep 2023 · 3 days after release · 0 citations today
- Released
- 11 Sep 2023
- First featured
- No. 15 · 14 Sep 2023
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- SSRN 4567604
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