Finding 5643Emerging EvidenceValidation V0
The study challenges frictionless option pricing models, revealing that market structure, trading frictions, and a Cournot oligopoly significantly boost market maker profits, especially after regulatory changes tightened spreads post-2017.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
The study challenges frictionless option pricing models, revealing that market structure, trading frictions, and a Cournot oligopoly significantly boost market maker profits, especially after regulatory changes tightened spreads post-2017.
key_findings bullet 2 · key_findings
Inspect source: Market Structure, Trading Frictions, and the Profitability of Market Making in Index Options →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.