Essays in Market Microstructure
The first essay investigates whether there is an informational linkage between option trading activities and underlying stock depths. I find that option trading activities and underlying stock depths are informative for predicting each other, indicating that a linkage does exist. I further find that...
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| Language: | EN |
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The University of Arizona.
2009
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| Online Access: | http://hdl.handle.net/10150/195100 |