Market microstructure effects on the direct measurement of the early exercise premium in S&P 500 index options
Year of publication: |
1996
|
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Authors: | Dueker, Michael ; Miller, Thomas W. |
Publisher: |
St. Louis, MO |
Subject: | Marktmikrostruktur | Market microstructure | Index-Futures | Index futures | Geld-Brief-Spanne | Bid-ask spread |
Extent: | 39, [1] Bl. : graph. Darst |
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Series: | Research Division working papers. - St. Louis, Mo., ZDB-ID 2252136-7. |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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