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Asymmetric option price distribution and bid-ask quotes : consequences for implied volatility smiles
Nordén, Lars - In: Journal of multinational financial management 13 (2003) 4/5, pp. 423-441
Persistent link: https://www.econbiz.de/10001782073
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Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
Nordén, Lars - In: The journal of futures markets 26 (2006) 12, pp. 1169-1194
Persistent link: https://www.econbiz.de/10003392009
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Information flows and option bid/ask spreads
Berchtold, Frederik; Nordén, Lars - In: The journal of futures markets 25 (2005) 12, pp. 1147-1172
Persistent link: https://www.econbiz.de/10003244359