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Do options strategy traders have a disadvantage? : evidence from the Australian options market

Flint, Anthony; Lepone, Andrew; Yang, Jin Young - In: The journal of futures markets 34 (2014) 9, pp. 838-852

Persistent link: https://www.econbiz.de/10010507932

Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market

Yang, Jin Young - 2015

This study measures the magnitude of execution costs of outright options and options which constitute strategies (“strategy‐linked options”), and examines if any differences in execution costs between these two groups is attributable to differences in market making costs on the Australian...

Persistent link: https://www.econbiz.de/10013011049

Optionshandel auf landwirtschaftlichen Terminmärkten : sinnvolles Instrument der Risikoabsicherung oder Treiber von Agrarpreisvolatilität

Glauben, Thomas; Prehn, Sören; Dannemann, Tebbe; … - 2014

grain dealers. Concerns that soaring options trading could spark incremental volatility of international agricultural … that option trading does not have a volatility increasing effect. …

Persistent link: https://www.econbiz.de/10010406859

Options trading in agricultural futures markets : a reasonable instrument of risk hedging, or a driver of agricultural price volatility?

Glauben, Thomas; Prehn, Sören; Dannemann, Tebbe; … - 2014

grain dealers. Concerns that soaring options trading could spark incremental volatility of international agricultural … that option trading does not have a volatility increasing effect. …

Persistent link: https://www.econbiz.de/10010434041

Gambling Preferences, Options Markets, and Volatility

Blau, Benjamin M. - 2016

preferences affect future spot price volatility. Consistent with our expectation, we find that preferences for lotteries by call … option traders directly affect future volatility in the underlying asset …

Persistent link: https://www.econbiz.de/10013007407