Commonality in equity options liquidity : evidence from European markets
Thanos Verousis, Owain ap Gwilym and Nikolaos Voukelatos
| Year of publication: |
August-September 2016
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| Authors: | Verousis, Thanos ; Ap Gwilym, Owain ; Voukelatos, Nikolaos |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 22.2016, 10/12, p. 1204-1223
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| Subject: | options | commonality | liquidity | bid-ask spread | Geld-Brief-Spanne | Bid-ask spread | Liquidität | Liquidity | Optionsgeschäft | Option trading | EU-Staaten | EU countries | Marktliquidität | Market liquidity | Optionspreistheorie | Option pricing theory | Europa | Europe | Marktmikrostruktur | Market microstructure |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2016.1188836 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011715347