TY - JOUR T1 - An Empirical Analysis of Option Directional Trading and Stock Depth Asymmetry JF - The Journal of Trading SP - 41 LP - 47 DO - 10.3905/jot.2013.9.1.041 VL - 9 IS - 1 AU - Qin Wang Y1 - 2013/12/31 UR - https://pm-research.com/content/9/1/41.abstract N2 - This article investigates whether there is an informational linkage between option directional trading activities and underlying stock depth asymmetries. The author finds that option directional trading activities and underlying stock depth asymmetries are informative for predicting each other, indicating that a linkage does exist. She further finds that the above documented informational linkage is stronger at the beginning and the end of the day.TOPICS: Options, statistical methods ER -