Hedging costs, liquidity, and inventory management: The evidence from option market makers-Reference-Cited by-同舟云学术

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Hedging costs, liquidity, and inventory management: The evidence from option market makers

Published:2014-03 Issue: Volume:18 Page:25-48
ISSN:1386-4181
Container-title:Journal of Financial Markets
language:en
Short-container-title:Journal of Financial Markets

Author:

Wu Wei-Shao,Liu Yu-Jane,Lee Yi-Tsung,Fok Robert C.W.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference55 articles.

1. How should liquidity be measured?;Aitken;Pacific-Basin Finance Journal,2003

2. Dealership market: market-making with inventory;Amihud;Journal of Financial Economics,1980

3. Liquidity and stock returns;Amihud;Financial Analysts Journal,1986

4. The effect of risk on the market-maker's spread;Barnea;Financial Analyst Journal,1975

5. The market spread, limit orders, and options;Berkman;Journal of Financial Services Research,1992

Cited by 19 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. High-frequency trading in the stock market and the costs of options market making;Journal of Financial Economics;2024-09

2. ETF ownership and stock liquidity: evidence from China;Asia-Pacific Journal of Accounting & Economics;2024-04-30

3. Excess cash and equity option liquidity;Journal of Financial Research;2024-01-31

4. Fair-washing in the market for structured retail products? Voluntary self-regulation versus government regulation;Journal of Banking & Finance;2023-03

5. Option Liquidity and Gamma Imbalances;SSRN Electronic Journal;2022

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