Call auction transparency and market liquidity : evidence from China
Year of publication: |
2015
|
---|---|
Authors: | Gerace, Dionigi ; Liu, Qigui ; Tian, Gary Gang ; Zheng, Willa |
Published in: |
International review of finance. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1369-412X, ZDB-ID 2010708-0. - Vol. 15.2015, 2, p. 223-255
|
Subject: | Optionsgeschäft | Option trading | Geld-Brief-Spanne | Bid-ask spread | Kalendereffekt | Calendar effect | Marktliquidität | Market liquidity | China | 2006 |
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