On the destribution of CBOE option trade prices occurring between consecutive stock trades
Year of publication: |
1997
|
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Authors: | Chung, T. Y. ; Welch, Robert L. ; Chen, David M. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 9.1997, 3, p. 269-288
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Subject: | Optionsgeschäft | Option trading | Geld-Brief-Spanne | Bid-ask spread | USA | United States |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | CBOE = Chicago Board Options Exchange In: Review of quantitative finance and accounting |
Source: | ECONIS - Online Catalogue of the ZBW |
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