Hedging costs, liquidity, and inventory management : the evidence from option market makers
Year of publication: |
2014
|
---|---|
Authors: | Wu, Wei-shao ; Liu, Yu-jane ; Lee, Yi-tsung ; Fok, Robert C. W. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 18.2014, p. 25-48
|
Subject: | Bid-ask spreads | Hedging costs | Inventory management | Liquidity | Option market making | Hedging | Geld-Brief-Spanne | Bid-ask spread | Optionsgeschäft | Option trading | Derivat | Derivative | Lagermanagement | Warehouse management | Theorie | Theory | Börsenmakler | Stockbrokers | Marktmikrostruktur | Market microstructure | Liquidität |
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