RT Journal Article
SR Electronic
T1 Transaction Cost Analysis and Liquidity Discovery with Equity Options
JF The Journal of Trading
FD Institutional Investor Journals
SP 35
OP 39
DO 10.3905/jot.2008.700223
VO 3
IS 1
A1 Scott Larison
YR 2007
UL https://pm-research.com/content/3/1/35.abstract
AB The Options Industry has experienced dramatic changes recently in regards to market structure, surging volumes, and active-extension programs. The evolution of this asset class and how it has closely mirrored the underlying equity markets transformation since the implementation of decimal quoting is discussed. This article addresses the challenges and needs of Asset Managers when searching for liquidity and executing Block Option trades.TOPICS: Options, financial crises and financial market history, exchanges/markets/clearinghouses