Le, Van - In: International Journal of Managerial Finance 12 (2016) 5, pp. 700-714
their impact on the liquidity and informed trading in the stock and option markets. Design/methodology/approach Using a … (SSB) on stock and option liquidity, expressed in terms of spread and volume. In addition, the PIN and option information … academics and policy makers some useful insights into the effect of SSR on trading activities in both stock and option markets …