The Impact of Position Limits on the Relationship between Option Trading and Stock Performance: Evidence from the Spy Pilot Program-Reference-Cited by-同舟云学术

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The Impact of Position Limits on the Relationship between Option Trading and Stock Performance: Evidence from the Spy Pilot Program

Published:2023 Issue: Volume: Page:
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Author:

Switzer Lorne,Tu Qiao

Publisher

Elsevier BV

Reference16 articles.

1. (How) has the market become more efficient;S Bertone;Journal of Banking & Finance,2015

2. Futures -trading activity and stock price volatility;H Bessembinder;Journal of Finance,1992

3. Price volatility, trading volume, and market depth: Evidence from futures markets;H Bessembinder;Journal of Financial and Quantitative Analysis,1993

4. Position limits for cash settled derivative contracts;H R Dutt;Journal of Futures Markets,2005

5. Option position and exercise limits;G L Gastineau;Journal of Portfolio Management,1992

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