Options Prices, Insider Trading, and Interdealer Competition
Year of publication: |
1991-06
|
---|---|
Authors: | Biais, Bruno ; Hillion, Pierre |
Institutions: | European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. |
Subject: | Market Microstructure | Options | Bid-ask Spread | Insider Trading | Storage | Market Price of Risk | Inventories | NYMEX |
-
The Pricing of Crude Oil Futures Contracts
Gibson, Rajna, (1990)
-
Strategic insider trading equilibrium with a non-fiduciary market maker
Aase, Knut K., (2019)
-
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos, (2016)
- More ...
-
Price discovery and learning during the preopening period in the Paris Bourse
Biais, Bruno, (1999)
-
Insider and liquidity trading in stock and options markets
Biais, Bruno, (1994)
-
La structure financière des entreprises : une investigation empirique sur données françaises
Biais, Bruno, (1995)
- More ...