Who Offers Liquidity on Options Markets when Volatility is High?
Year of publication: |
2012
|
---|---|
Authors: | Chang, Matthew C. ; Wu, Chung-Fern |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 15.2012, 04, p. 1250021-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Depths of limit order books | volatility | market makers | option markets | Taiwan Futures Exchange |
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