The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options
Year of publication: |
1995
|
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Authors: | Chan, Kalok |
Other Persons: | Chung, Y. Peter (contributor) ; Johnson, Herbert (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 30.1995, 3, p. 329-346
|
Subject: | Börsenkurs | Share price | Optionsgeschäft | Option trading | Asymmetrische Information | Asymmetric information | Marktmacht | Market power | Lagermanagement | Warehouse management | USA | United States | 1986 |
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