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Option market activity
Lakonishok, Josef; Lee, Inmoo; Pearson, Neil D.; … - In: The review of financial studies 20 (2007) 3, pp. 813-857
Persistent link: https://www.econbiz.de/10003554637
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Conditional estimation of diffusion processes
Li, Minqiang; Pearson, Neil D.; Poteshman, Allen M. - In: Journal of financial economics 74 (2004) 1, pp. 31-66
Persistent link: https://www.econbiz.de/10002251665
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Stock price clustering on option expiration dates
Xiaoyan Ni, Sophie; Pearson, Neil D.; Poteshman, Allen M. - In: Journal of financial economics 78 (2005) 1, pp. 49-87
Persistent link: https://www.econbiz.de/10003127770
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Does option trading have a pervasive impact on underlying stock prices?
Ni, Sophie X.; Pearson, Neil D.; Poteshman, Allen M.; … - In: The review of financial studies 34 (2021) 4, pp. 1952-1986
Persistent link: https://www.econbiz.de/10012504731
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Option Market Activity
Lakonishok, Josef; Lee, Inmoo; Pearson, Neil D.; … - In: The review of financial studies 20 (2007) 3, pp. 813-858
Persistent link: https://www.econbiz.de/10007729513
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Option Market Activity
Lakonishok, Josef; Lee, Inmoo; Pearson, Neil D.; … - In: The review of financial studies 20 (2013) 3, pp. 813-812
Persistent link: https://www.econbiz.de/10010113638
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Investor Behavior in the Option Market
Lakonishok, Josef; Lee, Inmoo; Poteshman, Allen M. - National Bureau of Economic Research (NBER) - 2004
This paper investigates the behavior of investors in the equity option market using a unique and detailed dataset of open interest and volume for all contracts listed on the Chicago Board Options Exchange over the 1990 through 2001 period. We document major stylized facts about the option market...
Persistent link: https://www.econbiz.de/10005777475
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Investor behavior and the option market
Lakonishok, Josef; Lee, Inmoo; Poteshman, Allen M. - 2004
Persistent link: https://www.econbiz.de/10001928501
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INVESTOR BEHAVIOR AND THE OPTION MARKET
Lakonishok, Josef; Lee, Inmoo; Poteshman, Allen M. - 2004
Persistent link: https://www.econbiz.de/10006964995
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Investor Behavior in the Option Market
Lakonishok, Josef - 2010
This paper investigates the behavior of investors in the equity option market using a unique and detailed dataset of open interest and volume for all contracts listed on the Chicago Board Options Exchange over the 1990 through 2001 period. We document major stylized facts about the option market...
Persistent link: https://www.econbiz.de/10012762671