The bid-ask spread in stock index options : an ordered probit analysis
Owain Ap Gwilym ; Andrew Clare ; Stephen Thomas
| Year of publication: |
1998
|
|---|---|
| Authors: | Ap Gwilym, Owain |
| Other Persons: | Clare, Andrew D. (contributor) ; Thomas, Steve (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 4, p. 467-485
|
| Subject: | Index-Futures | Index futures | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | Großbritannien | United Kingdom | 1993-1994 |
| 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/10001242637