Option Market Activity
By Josef Lakonishok, I. Lee, Neil D. Pearson, Allen M. Poteshman. 2007
217 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/b67297b7dcd3e1553bce0f6ec0b18b1c208fb64b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Allen M. Poteshman
- Tao Shu
- Lasse Heje Pedersen
- Jeffrey H. Harris
- Nicolae Gârleanu
- John M. Griffin
- Hyun Song Shin
- Natalia Outecheva
In Economics and Econometrics
- Lasse Heje Pedersen
- Nicolae Gârleanu
- Jeffrey H. Harris
- Allen M. Poteshman
- Tao Shu
- John M. Griffin
- Selim Topaloglu
- Zhiguo He
In Finance
- Lasse Heje Pedersen
- Nicolae Gârleanu
- Jeffrey H. Harris
- Allen M. Poteshman
- Tao Shu
- John M. Griffin
- Selim Topaloglu
- Zhiguo He
Citations in the corpus
- Demand-Based Option Pricing (2009, background): “9 Lakonishok, Lee, Pearson, and Poteshman (2007) document that for both individual equity puts and calls end users are more short than long.”
- Option trading and individual investor performance (2009, unknown): “The result that call positions are more prevalent than put positions is consistent with results documented by Lakonishok et al. (2007).”
- Investor Sentiment and Option Prices (2008, unknown): “The two sentiment proxies above concern large (institutional) investors, who dominate the use of index options (Bates, 2003; Lakonishok et al., 2007).”
- Who Drove and Burst the Tech Bubble (2011, background): “Consistent with nonbinding supply constraints, Battalio and Schultz (2006) show that investors could have shorted stocks synthetically with options in early 2000, but Lakonishok et al. (2007) find that sophisticated investors generally did not practice this strategy.”