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OLC EcoSci
ECONIS (ZBW)
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1
The bidask spread of bank-issued options: a quantile regression analysis
Petrella, Giovanni
;
Segara, Reuben
- In:
Quantitative finance
13
(
2013
)
8
,
pp. 1241-1255
Persistent link: https://www.econbiz.de/10010148519
Saved in:
2
Impact of warrant introductions on the behaviour of underlying stocks: Australian evidence
Aitken, Michael
;
Segara, Reuben
- In:
Accounting and finance : journal of the Accounting …
45
(
2005
)
1
,
pp. 127-144
Persistent link: https://www.econbiz.de/10006230270
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3
Market microstructure effects on volatility at the TAIFEX
Webb, Robert I.
;
Muthuswamy, Jayaram
;
Segara, Reuben
- In:
The journal of futures markets
27
(
2007
)
12
,
pp. 1219
Persistent link: https://www.econbiz.de/10007863217
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4
The impact of trading halts on liquidity and price volatility: Evidence from the Australian Stock Exchange
Frino, Alex
;
Lecce, Steven
;
Segara, Reuben
- In:
Pacific-Basin finance journal
19
(
2011
)
3
,
pp. 298-308
Persistent link: https://www.econbiz.de/10008848942
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5
Are Euro Area Small Cap Stocks an Asset Class? Evidence from Mean-Variance Spanning Tests
Petrella, Giovanni
- In:
European financial management : the journal of the …
11
(
2005
)
2
,
pp. 229
Persistent link: https://www.econbiz.de/10005923302
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6
Do 'thinly-traded' stocks benefit from specialist intervention?
Nimalendran, M.
;
Petrella, Giovanni
- In:
Journal of banking & finance
27
(
2003
)
9
,
pp. 1823-1854
Persistent link: https://www.econbiz.de/10005886249
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7
PROTECTING MARKET MAKERS FROM SCALPERS IN OPTION MARKETS
Petrella, Giovanni
- In:
Institutional investor
19
(
2008
),
pp. 65-71
Persistent link: https://www.econbiz.de/10008148696
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8
PAROLE CHIAVE - Qualità della negoziazione e tutela dell'investitore
Anolli, Mario
;
Petrella, Giovanni
- In:
Rivista di politica economica
98
(
2008
)
1-2
,
pp. 295-354
Persistent link: https://www.econbiz.de/10008254470
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9
Option bid-ask spread and scalping risk: Evidence from a covered warrants market
Petrella, Giovanni
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 843-868
Persistent link: https://www.econbiz.de/10007273825
Saved in:
10
Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven
;
Petrella, Giovanni
;
Wang, Hui
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009934649
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