Does smile help detect the UK's price leadership change after MiFID?
Year of publication: |
2023
|
---|---|
Authors: | Adams, Michael B. ; Chen, Jing ; Guo, Qian ; Li, Xiaoxi |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 84.2023, p. 756-769
|
Subject: | MiFID | Multilateral trading facility | Volatility smile | Weighted price contribution | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | EU-Staaten | EU countries |
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