Matches in SemOpenAlex for { <https://semopenalex.org/work/W2141139053> ?p ?o ?g. }
- W2141139053 abstract "This paper examines the contribution of market makers to the liquidity and the efficiency of the options market in a unique setup of an order-driven computerized trading system, in which market makers and other participants operate under equitable conditions. The main findings are: (1) liquidity increased – a 60% increase in trading volume and a 35% decrease of bid–ask spreads; (2) the efficiency of shekel–euro options trading improved – deviations from put–call parity decreased significantly by 12%, and skewness decreased by about 30%. We also find that the net cost to the exchange is out weighted by the benefit to the trading public and that the presence of market makers encouraged trading between other participants far beyond their own trading." @default.
- W2141139053 created "2016-06-24" @default.
- W2141139053 creator A5045426287 @default.
- W2141139053 creator A5055315139 @default.
- W2141139053 creator A5067231826 @default.
- W2141139053 creator A5076968177 @default.
- W2141139053 date "2005-08-01" @default.
- W2141139053 modified "2023-09-26" @default.
- W2141139053 title "The Contribution of Market Makers to Liquidity and Efficiency of Options Trading in Electronic Markets" @default.
- W2141139053 cites W1520976066 @default.
- W2141139053 cites W1971702312 @default.
- W2141139053 cites W1987246815 @default.
- W2141139053 cites W2012772747 @default.
- W2141139053 cites W2039097884 @default.
- W2141139053 cites W2046519558 @default.
- W2141139053 cites W2065765352 @default.
- W2141139053 cites W2071140730 @default.
- W2141139053 cites W2076722528 @default.
- W2141139053 cites W2080883126 @default.
- W2141139053 cites W2087841878 @default.
- W2141139053 cites W2113956873 @default.
- W2141139053 cites W2117388899 @default.
- W2141139053 cites W2120429622 @default.
- W2141139053 cites W2147017459 @default.
- W2141139053 cites W2149625909 @default.
- W2141139053 cites W2152806728 @default.
- W2141139053 cites W3123959605 @default.
- W2141139053 hasPublicationYear "2005" @default.
- W2141139053 type Work @default.
- W2141139053 sameAs 2141139053 @default.
- W2141139053 citedByCount "2" @default.
- W2141139053 countsByYear W21411390532013 @default.
- W2141139053 countsByYear W21411390532015 @default.
- W2141139053 crossrefType "posted-content" @default.
- W2141139053 hasAuthorship W2141139053A5045426287 @default.
- W2141139053 hasAuthorship W2141139053A5055315139 @default.
- W2141139053 hasAuthorship W2141139053A5067231826 @default.
- W2141139053 hasAuthorship W2141139053A5076968177 @default.
- W2141139053 hasConcept C10138342 @default.
- W2141139053 hasConcept C106159729 @default.
- W2141139053 hasConcept C11906137 @default.
- W2141139053 hasConcept C127288500 @default.
- W2141139053 hasConcept C144133560 @default.
- W2141139053 hasConcept C151730666 @default.
- W2141139053 hasConcept C162324750 @default.
- W2141139053 hasConcept C172428447 @default.
- W2141139053 hasConcept C179262372 @default.
- W2141139053 hasConcept C182306322 @default.
- W2141139053 hasConcept C183582576 @default.
- W2141139053 hasConcept C18991353 @default.
- W2141139053 hasConcept C24683644 @default.
- W2141139053 hasConcept C2780299701 @default.
- W2141139053 hasConcept C2780762169 @default.
- W2141139053 hasConcept C39570901 @default.
- W2141139053 hasConcept C51926234 @default.
- W2141139053 hasConcept C556758197 @default.
- W2141139053 hasConcept C63240072 @default.
- W2141139053 hasConcept C65972490 @default.
- W2141139053 hasConcept C78508483 @default.
- W2141139053 hasConcept C86803240 @default.
- W2141139053 hasConceptScore W2141139053C10138342 @default.
- W2141139053 hasConceptScore W2141139053C106159729 @default.
- W2141139053 hasConceptScore W2141139053C11906137 @default.
- W2141139053 hasConceptScore W2141139053C127288500 @default.
- W2141139053 hasConceptScore W2141139053C144133560 @default.
- W2141139053 hasConceptScore W2141139053C151730666 @default.
- W2141139053 hasConceptScore W2141139053C162324750 @default.
- W2141139053 hasConceptScore W2141139053C172428447 @default.
- W2141139053 hasConceptScore W2141139053C179262372 @default.
- W2141139053 hasConceptScore W2141139053C182306322 @default.
- W2141139053 hasConceptScore W2141139053C183582576 @default.
- W2141139053 hasConceptScore W2141139053C18991353 @default.
- W2141139053 hasConceptScore W2141139053C24683644 @default.
- W2141139053 hasConceptScore W2141139053C2780299701 @default.
- W2141139053 hasConceptScore W2141139053C2780762169 @default.
- W2141139053 hasConceptScore W2141139053C39570901 @default.
- W2141139053 hasConceptScore W2141139053C51926234 @default.
- W2141139053 hasConceptScore W2141139053C556758197 @default.
- W2141139053 hasConceptScore W2141139053C63240072 @default.
- W2141139053 hasConceptScore W2141139053C65972490 @default.
- W2141139053 hasConceptScore W2141139053C78508483 @default.
- W2141139053 hasConceptScore W2141139053C86803240 @default.
- W2141139053 hasLocation W21411390531 @default.
- W2141139053 hasOpenAccess W2141139053 @default.
- W2141139053 hasPrimaryLocation W21411390531 @default.
- W2141139053 hasRelatedWork W1484546880 @default.
- W2141139053 hasRelatedWork W1547060820 @default.
- W2141139053 hasRelatedWork W1964122973 @default.
- W2141139053 hasRelatedWork W1980506916 @default.
- W2141139053 hasRelatedWork W2092380743 @default.
- W2141139053 hasRelatedWork W2286047468 @default.
- W2141139053 hasRelatedWork W2791371217 @default.
- W2141139053 hasRelatedWork W2893171652 @default.
- W2141139053 hasRelatedWork W2944959808 @default.
- W2141139053 hasRelatedWork W3091323806 @default.
- W2141139053 hasRelatedWork W3121800934 @default.
- W2141139053 hasRelatedWork W3121932661 @default.
- W2141139053 hasRelatedWork W3122201340 @default.
- W2141139053 hasRelatedWork W3122388746 @default.
- W2141139053 hasRelatedWork W3123071926 @default.