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- W2079298905 abstract "Based on the analysis of data for over two million options transactions on the Chicago Board of Options Exchange, we find significant U-shaped intraday patterns in trading volume, transaction size, proportion of trades at the ask or bid, and other variables in the equity options market. These previously undocumented intraday temporal patterns are largely consistent with exogenous temporal influences on transactions volume in anticipation of and following nontrading periods. These patterns are also largely consistent with strategic trading endogenous to the market and are related to interactions between informed and liquidity or noise traders." @default.
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- W2079298905 date "1993-12-01" @default.
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- W2079298905 title "INTRADAY TRADING PATTERNS IN THE EQUITY OPTIONS MARKETS" @default.
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- W2079298905 doi "https://doi.org/10.1111/j.1475-6803.1993.tb00148.x" @default.
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