Commonality in liquidity across options and stock futures markets
Bouchra Benzennou, Owain ap Gwilym, Gwion Williams
| Year of publication: |
2020
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|---|---|
| Authors: | Benzennou, Bouchra ; Ap Gwilym, Owain ; Williams, Gwion |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-6
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| Subject: | Liquidity commonality | Options | Stock futures | Derivat | Derivative | Liquidität | Liquidity | Marktliquidität | Market liquidity | Optionsgeschäft | Option trading | Aktienoption | Stock option | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430742