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Do Swedes smile? : On implied volatility functions

Engström, Malin - In: Essays on equity options, (pp. 127-161). 2001

Persistent link: https://www.econbiz.de/10001755354

Do Swedes smile? : On implied volatility functions

Engström, Malin - In: Journal of multinational financial management 12 (2002) 4/5, pp. 285-304

Persistent link: https://www.econbiz.de/10001708133

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

The diversity of high-frequency traders

Hagströmer, Björn; Nordén, Lars - In: Journal of Financial Markets 16 (2013) 4, pp. 741-770

The regulatory debate concerning high-frequency trading (HFT) emphasizes the importance of distinguishing different HFT strategies and their influence on market quality. Using data from NASDAQ-OMX Stockholm, we compare market-making HFTs to opportunistic HFTs. We find that market makers...

Persistent link: https://www.econbiz.de/10011047536