The Relationship between Option Trading Intensity and the Market Microstructure of the Underlying Security
Year of publication: |
[2009]
|
---|---|
Authors: | Mayhew, Stewart |
Other Persons: | Sarin, Atulya (contributor) ; Shastri, Kuldeep (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
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