RT Journal Article
SR Electronic
T1 Transaction Cost Analysis and Liquidity Discovery with Equity Options
JF Trading
FD Institutional Investor Journals
SP 39
OP 43
VO 2008
IS 1
A1 Scott Larison
YR 2008
UL http://guides.pm-research.com/content/2008/1/39.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.