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The bid-ask spread of bank-issued options: A quantile regression analysis

  • The University of Sydney

Research output: Contribution to journalArticlepeer-review

Abstract

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Original languageEnglish
Pages (from-to)1241-1255
JournalQuantitative Finance
Volume13
Issue number8
DOIs
Publication statusPublished - 2013

All Science Journal Classification (ASJC) codes

  • Finance
  • General Economics,Econometrics and Finance

Keywords

  • liquidity
  • market

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