Market impact : a systematic study of the high frequency options market
Emilio Said, Ahmed Bel Hadj Ayed, Damien Thillou, Jean-Jacques Rabeyrin and Frédéric Abergel
| Year of publication: |
2021
|
|---|---|
| Authors: | Said, Emilio ; Bel Hadj Ayed, Ahmed ; Thillou, Damien ; Rabeyrin, Jean-Jacques ; Abergel, Frédéric |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 1, p. 69-84
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| Subject: | Automated trading | Fair pricing | High frequency | Implied volatility | Limit orders | Market impact | Market microstructure | Options market | Statistical finance | Volatilität | Volatility | Marktmikrostruktur | Elektronisches Handelssystem | Electronic trading | Börsenkurs | Share price | Optionsgeschäft | Option trading | Wertpapierhandel | Securities trading | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1791948 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012424634