Information flows and option bid-ask spreads
Year of publication: |
2005
|
---|---|
Authors: | Berchtold, Fredrik ; Nordén, Lars |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 25.2005, 12, p. 1147-1172
|
Saved in:
Saved in favorites
Similar items by person
-
Information flows and option bid/ask spreads
Berchtold, Fredrik, (2005)
-
Time Varying Three Way Decompositions of Posted Spreads
Berchtold, Fredrik, (2004)
-
Information Asymmetry, Bid-Ask Spreads and Option Returns
Berchtold, Fredrik, (2003)
- More ...