Information shares of two parallel currency options markets: Trading costs versus transparency/tradability

Louis R. Piccotti, Ben Z. Schreiber

Research output: Contribution to journalArticlepeer-review

7 Scopus citations

Abstract

This paper studies whether trading costs or transparency/tradability are more important to price discovery using a unique dataset of currency options that trade simultaneously in two parallel markets. The Over-The-Counter (OTC) market is characterized by sophisticated investors, low trading costs, and low transparency/tradability compared to the Tel-Aviv Stock Exchange (TASE). Pricing errors are much larger on the TASE and the information share of the OTC market is significantly larger than that of the TASE by various information share measures, showing that trading costs and trader type have a first-order effect on price discovery while transparency/tradability have a second-order effect.

Original languageEnglish
Pages (from-to)210-229
Number of pages20
JournalJournal of Empirical Finance
Volume32
DOIs
StatePublished - 31 Oct 2014

Bibliographical note

Publisher Copyright:
© 2015 Elsevier B.V.

Keywords

  • FX options
  • Foreign exchange market microstructure
  • Information share
  • Price discovery

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