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~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Bid-ask spread"
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Option trading
Bid-ask spread
1,039
Geld-Brief-Spanne
1,036
Börsenkurs
302
Share price
302
Securities trading
274
Wertpapierhandel
274
Market microstructure
258
Marktmikrostruktur
258
Liquidity
252
Theorie
251
Theory
251
Liquidität
231
USA
200
United States
200
Aktienmarkt
183
Stock market
183
Market liquidity
157
Marktliquidität
154
Trading volume
151
Handelsvolumen der Börse
150
Asymmetric information
135
Asymmetrische Information
135
Volatility
135
Volatilität
135
Bourse
119
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119
Estimation
109
Schätzung
107
Transaction costs
99
Transaktionskosten
99
Electronic trading
85
Elektronisches Handelssystem
85
bid-ask spread
64
Adverse Selektion
63
Adverse selection
63
Optionsgeschäft
63
Capital income
54
Derivat
54
Derivative
54
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Aufsatz in Zeitschrift
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9
Graue Literatur
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Ap Gwilym, Owain
3
Ryu, Doojin
3
Verousis, Thanos
3
Bartram, Söhnke M.
2
Bellalah, Mondher
2
Fehle, Frank
2
Holowczak, Richard
2
Khoury, Nabil T.
2
Michielon, Matteo
2
Nordén, Lars
2
Perrakis, Stylianos
2
Yang, Heejin
2
Anand, Amber
1
Anderson, Kim B.
1
Arratia, Argimiro
1
Aspris, Angelo
1
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1
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1
Chen, David M.
1
Chen, XiaoHua
1
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1
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1
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The journal of futures markets
7
Finance research letters
4
Journal of banking & finance
4
Journal of financial markets
4
The European journal of finance
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
International journal of business
2
The journal of finance : the journal of the American Finance Association
2
The journal of trading
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics letters
1
Applied financial economics
1
Asia-Pacific journal of financial studies
1
Australasian accounting business and finance journal : AABF
1
Computational management science
1
European financial management : the journal of the European Financial Management Association
1
European journal of operational research : EJOR
1
Global finance journal
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
International review of finance
1
International review of financial analysis
1
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
1
Journal of emerging market finance
1
Journal of emerging markets
1
Journal of empirical finance
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of multinational financial management
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Pacific-Basin finance journal
1
Review of derivatives research
1
Review of quantitative finance and accounting
1
Revue économique : revue bimestrielle
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The review of financial studies
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ECONIS (ZBW)
63
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1
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
2
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
3
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
4
Non-tradability interval for heterogeneous rational players in the option markets
Shvimer, Yossi
;
Herbon, Avi
- In:
Computational management science
19
(
2022
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10012817300
Saved in:
5
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
6
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
7
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
8
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
9
The effects of an increase in equity tick size on stock and option transaction costs
Griffith, Todd
;
Roseman, Brian
;
Shang, Danjue
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489027
Saved in:
10
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
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