Showing 1 - 3 of 3
Persistent link: https://www.econbiz.de/10011699636
Persistent link: https://www.econbiz.de/10012060690
We analyze the behavior of both the bid-ask spread and the depth of ETF options during the May 6th, 2010 Flash Crash. During the Flash Crash stub quotes (maximum quote size allowed) consistently occurred for more than 90% of the ETF option series examined in this study. Correspondingly, the best...
Persistent link: https://www.econbiz.de/10013015851