Articles with "contract size" as a keyword



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

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Published in 2021 at "Applied Economics"

DOI: 10.1080/00036846.2021.1948962

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... read more here.

Keywords: options market; contract size; changes options; market ... See more keywords