Some Anonymous Options Trades Are More Equal than Others

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Past Event

Some Anonymous Options Trades Are More Equal than Others

December 4, 2024
4:45 PM - 6:15 PM
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Jerome Greene Hall, 102A

The workshop will feature Christopher Schwarz. His topic will be “Some Anonymous Options Trades Are More Equal than Others”.  This topic continues his research in which he and co-authors contribute their own money to execute round trip transactions in order to estimate execution quality.  This time they are trading in options and they find remarkable variation in how well option trades are executed.  The results have implications for market design and disclosure regulation.