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Order Cancellations, Fees, and Execution Quality in U.S. Equity Options

Griffith, Todd - 2019

We examine the effects of an order cancellation fee on limit order flow and execution quality in the PHLX options market. The cancellation fee on professional order flow is effective in reducing the rate at which limit orders are canceled. While the cancellation fee discourages the submission of...

Persistent link: https://www.econbiz.de/10012900409

The effect of option listing on bid-ask spreads, price volatility, and trading activity of the underlying OTC stocks

Wei, Peihwang; Poon, Percy Siuping; Zee, Susan Mu-lan - In: Review of quantitative finance and accounting 9 (1997) 2, pp. 165-180

Persistent link: https://www.econbiz.de/10001590900

Option introduction and security returns distributions : changes in information impoundment versus narrowing of the bid-ask spread

Richards, Charles F.; Henderson, Glenn V. - In: Advances in investment analysis and portfolio … 5 (1998), pp. 123-143

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Competition, market structure, and bid-ask spreads in stock option markets

Mayhew, Stewart - In: The journal of finance : the journal of the American … 57 (2002) 2, pp. 931-958

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Regulatory uncertainty and market liquidity : the 2008 short sale ban's impact on equity option markets

Battalio, Robert H.; Schultz, Paul H. - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2013-2053

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Options trading costs are lower than you think

Muravyev, Dmitriy; Pearson, Neil D. - In: The review of financial studies 33 (2020) 11, pp. 4973-5014

Persistent link: https://www.econbiz.de/10012387406

Illiquidity and higher cumulants

Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - In: The review of financial studies 36 (2023) 5, pp. 2131-2173

Persistent link: https://www.econbiz.de/10014320614

To pay or be paid? : the impact of taker fees and order flow inducements on trading costs in U.S. options markets

Battalio, Robert H.; Shkilko, Andriy; Van Ness, Robert A. - In: Journal of financial and quantitative analysis : JFQA 51 (2016) 5, pp. 1637-1662

Persistent link: https://www.econbiz.de/10011665159

Does information asymmetry predict audit fees?

Frino, Alex; Palumbo, Riccardo; Rosati, Pierangelo - In: Accounting and finance 63 (2023) 2, pp. 2597-2619

Persistent link: https://www.econbiz.de/10014302110

The intraday determination of liquidity in the NYSE LIFFE equity option markets

Verousis, Thanos; Ap Gwilym, Owain; Chen, XiaoHua - In: The European journal of finance 22 (2016) 10/12, pp. 1164-1188

Persistent link: https://www.econbiz.de/10011715335