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 |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 19.2021, 1, p. 128-177
|
| Subject: | high-frequency data | market microstructure | options | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaa036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504324