A descriptive study of high-frequency trade and quote option data

Torben Andersen, Ilya Archakov, Leon Grund, Nikolaus Hautsch, Yifan Li, Sergey Nasekin, Ingmar Nolte, Manh Cuong Pham, Stephen Taylor, and Viktor Todorov

Year of publication:	2021
Authors:	Andersen, Torben ; Archakov, Ilya ; Grund, Leon ; Hautsch, Nikolaus ; Li, Yifan ; Nasekin, Sergey ; Nolte, Ingmar ; Manh Cuong Pham ; Taylor, Stephen ; Todorov, Viktor
Subject:	high-frequency data \| market microstructure \| options \| Marktmikrostruktur \| Market microstructure \| Elektronisches Handelssystem \| Electronic trading \| Optionsgeschäft \| Option trading

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