Omole, John; Sensoy, Ahmet; Gulay, Guzhan - In: Borsa Istanbul Review 22 (2022) 1, pp. 1-11
imbalance in the Borsa Istanbul's option market. Accordingly, we find the presence of commonality in order imbalance for call … options and an even more dominant presence in put options. We investigate the impact of this commonality on the underlying …