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Trading volume in options and common stock around quarterly earnings announcements

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Intraday price change and trading volume relations in the stock and stock option markets

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Intra-Dealer Integration

Germain, Laurent - 2010

This paper examines the quotation behavior of dealers who made markets in the same stocks on both NASDAQ and either EASDAQ or the LSE. Whereas previous studies examine international integration at the market level, we examine integration at the dealer level. In other words, do dealers within the...

Persistent link: https://www.econbiz.de/10013144404