Information shares of two parallel currency options markets : trading costs versus transparency/tradability
Year of publication: |
June 2015
|
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Authors: | Piccotti, Louis R. ; Shraiber, Bentsi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 32.2015, p. 210-229
|
Subject: | Foreign exchange market microstructure | FX options | Information share | Price discovery | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Theorie | Theory | Devisenoption | Currency option | Asymmetrische Information | Asymmetric information | Börsenkurs | Share price | Währungsderivat | Currency derivative |
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