Concepedia

Options Market Microstructure

Options Market Microstructure is a specialized framework within financial market microstructure theory that examines the price formation, order execution, liquidity dynamics, and trading mechanisms unique to options markets, distinguishing it from the microstructure analysis of underlying equity or futures markets.

134

Publications

9.7K

Citations

250

Authors

206

Institutions

Publications per year

2017–2026

31

Parents

Publications

134

The Social Structure of a National Securities Market

Wayne E. Baker · American Journal of Sociology · 1984 · 842 citations

, , +14

Informed Trading in Stock and Option Markets

Sugato Chakravarty, Huseyin Gulen, Stewart Mayhew · The Journal of Finance · 2004 · 782 citations

, , +17

Informational content of option volume prior to takeovers

Zhiwu Chen, Charles Cao, John M. Griffin · The HKU Scholars Hub (University of Hong Kong) · 2005 · 431 citations

, , +17

O/S: The relative trading activity in options and stock

Richard Roll, Eduardo S. Schwartz, Avanidhar Subrahmanyam · Journal of Financial Economics · 2009 · 364 citations

, , +10

Option Market Activity

Josef Lakonishok, Inmoo Lee, Neil D. Pearson et al. · Review of Financial Studies · 2006 · 266 citations · Full text

, , +11

1–5 of 134

Authors

250

  1. AM
    Allen M. Poteshman

    University of Illinois Urbana-Champaign, United States

    6 publications · 867 citations

    6

    h-index

  2. DR
    Doojin Ryu

    Sungkyunkwan University, South Korea

    6 publications · 245 citations

    6

    h-index

  3. AS
    Avanidhar Subrahmanyam

    University of California, Los Angeles, United States

    5 publications · 523 citations

    5

    h-index

  4. SM
    Stewart Mayhew

    University of Georgia, United States

    5 publications · 1K citations

    5

    h-index

  5. ZC
    Zhiwu Chen

    University of Hong Kong, Hong Kong SAR China

    3 publications · 803 citations

    3

    h-index

1–5 of 250

Institutions

206

  1. University of Illinois Urbana-Champaign

    Urbana, United States

    5 h-index

    10 publications

    1.5K citations

  2. University of California, Los Angeles

    Los Angeles, United States

    5 h-index

    9 publications

    1.3K citations

  3. Sungkyunkwan University

    Seoul, South Korea

    5 h-index

    7 publications

    285 citations

  4. Peking University

    Beijing, China

    4 h-index

    5 publications

    182 citations

  5. University of Virginia

    Charlottesville, United States

    4 h-index

    4 publications

    110 citations

  6. Monash University

    Melbourne, Australia

    3 h-index

    4 publications

    139 citations

  7. Duke University

    Durham, United States

    3 h-index

    3 publications

    409 citations

  8. Simon Fraser University

    Burnaby, Canada

    3 h-index

    3 publications

    68 citations

1–8 of 206

Venues

  1. The Journal of Finance

    17 publications · 2.8K citations

    16

    h-index

  2. SSRN Electronic Journal

    Repository · 15 publications · 449 citations

    13

    h-index

  3. Journal of Futures Markets

    18 publications · 462 citations

    12

    h-index

  4. Journal of Banking & Finance

    8 publications · 348 citations

    8

    h-index

  5. Financial Review

    FR · 5 publications · 191 citations

    5

    h-index

1–5