THE INTRADAY BEHAVIOR OF BID-ASK SPREADS, RETURNS, AND VOLATILITY FOR FTSE-100 STOCK INDEX OPTIONS
| Year of publication: |
1997
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|---|---|
| Authors: | Gwilym, Owain ap ; Buckle, Mike ; Thomas, Stephen |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 4.1997, 4, p. 20-32
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