The relationship between index option moneyness and relative liquidity
Year of publication: |
2000
|
---|---|
Authors: | Etling, Cheri ; Miller, Thomas W. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 20.2000, 10, p. 971-987
|
Subject: | Index-Futures | Index futures | Liquidität | Liquidity | Schätzung | Estimation | USA | United States | 1990-1991 |
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