Hedging costs, liquidity, and inventory management : the evidence from option market makers
Wei-Shao Wu; Yu-Jane Liu; Yi-Tsung Lee; Robert C. W. Fok
| Year of publication: |
2014
|
|---|---|
| Authors: | Wu, Wei-shao ; Liu, Yu-jane ; Lee, Yi-tsung ; Fok, Robert C. W. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 18.2014, p. 25-48
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| Subject: | Bid-ask spreads | Hedging costs | Inventory management | Liquidity | Option market making | Hedging | Geld-Brief-Spanne | Bid-ask spread | Optionsgeschäft | Option trading | Liquidität | Derivat | Derivative | Theorie | Theory | Lagermanagement | Warehouse management | Bestandsmanagement | Börsenmakler | Stockbrokers | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010442502