RT Journal Article
SR Electronic
T1 An Empirical Analysis of Option Directional Trading and Stock Depth Asymmetry
JF The Journal of Trading
FD Institutional Investor Journals
SP 41
OP 47
DO 10.3905/jot.2013.9.1.041
VO 9
IS 1
A1 Qin Wang
YR 2013
UL https://pm-research.com/content/9/1/41.abstract
AB 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