The effect of option listing on bid-ask spreads, price volatility, and trading activity of the underlying OTC stocks
Peihwang Wei; Percy S. Poon; Susan Zee
| Year of publication: |
1997
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|---|---|
| Authors: | Wei, Peihwang ; Poon, Percy Siuping ; Zee, Susan Mu-lan |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 9.1997, 2, p. 165-180
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| Subject: | Aktienoption | Stock option | Aktienmarkt | Stock market | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Review of quantitative finance and accounting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001590900