Trade imbalances and inventory effects in long-term S&P 500 index options
Anu Bharadwaj; James B. Wiggins
| Year of publication: |
2003
|
|---|---|
| Authors: | Bharadwaj, Anu ; Wiggins, James B. |
| Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 38.2003, 2, p. 293-309
|
| Subject: | Index-Futures | Index futures | Marktmikrostruktur | Market microstructure | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Geld-Brief-Spanne | Bid-ask spread | USA | United States |
| 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/10001794884