PIP transactions, price imporvement, informed trades and order excution quality
Year of publication: |
2010
|
---|---|
Authors: | Khoury, Nabil T. ; Perrakis, Stylianos ; Savor, Marko |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 16.2010, 2, p. 211-228
|
Subject: | Optionsgeschäft | Option trading | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread |
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