Does smile help detect the UK's price leadership change after MiFID?
Mike Buckle, Jing Chen, Qian Guo, Xiaoxi Li
| Year of publication: |
2023
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|---|---|
| Authors: | Adams, Michael B. ; Chen, Jing ; Guo, Qian ; Li, Xiaoxi |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 84.2023, p. 756-769
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| Subject: | MiFID | Multilateral trading facility | Volatility smile | Weighted price contribution | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Preisführer | Price leadership |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.11.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014364155