Make-take structure and market quality : evidence from the U.S. options markets
Amber Anand, Jian Hua, Tim McCormick
| Year of publication: |
November 2016
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|---|---|
| Authors: | Anand, Amber ; Hua, Jian ; McCormick, Timothy |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 11, p. 3271-3290
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| Subject: | securities | open markets | microstructure | maker-taker pricing | USA | United States | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2015.2274 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011617112