Competition, market structure, and bid-ask spreads in stock option markets
Year of publication: |
2002
|
---|---|
Authors: | Mayhew, Stewart |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 57.2002, 2, p. 931-958
|
Subject: | Aktienoption | Stock option | Geld-Brief-Spanne | Bid-ask spread | Wettbewerb | Competition | Marktstruktur | Market structure | USA | United States | 1986-1997 |
-
Exit, survival, and competitive equilibrium in dealer markets
Chung, Kee H., (2014)
-
Richards, Charles F., (1998)
-
Order cancellations, fees, and execution quality in U.S. equity options
Griffith, Todd, (2020)
- More ...
-
Stock return dynamics, option volume, and the information content of implied volatility
Mayhew, Stewart, (2003)
-
Stock index futures trading and volatility in international equity markets
Gulen, Huseyin, (2000)
-
Equity trading and the allocation of market data revenue
Caglio, Cecilia, (2012)
- More ...