LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Contract size changes in the options market: effects on market efficiency and investor behaviour

Photo by robgun from unsplash

We study options market participants’ trading behaviour before and after the options multiplier increases. After the options multiplier increases, the options market becomes more efficient. By anal... Click to show full abstract

We study options market participants’ trading behaviour before and after the options multiplier increases. After the options multiplier increases, the options market becomes more efficient. By anal...

Keywords: options market; contract size; changes options; market; size changes; behaviour

Journal Title: Applied Economics
Year Published: 2021

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.