On inferring the direction of option trades
Year of publication: |
2003
|
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Authors: | Savickas, Robert ; Wilson, Arthur J. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 38.2003, 4, p. 881-902
|
Subject: | Optionsgeschäft | Option trading | Geld-Brief-Spanne | Bid-ask spread | USA | United States | Zweitlisting | Dual listing |
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