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

Giovanni Petrella, Reuben Segara

Research output: Contribution to journalArticlepeer-review

2 Citations (Scopus)

Abstract

tbd
Original languageEnglish
Pages (from-to)1-15
Number of pages15
JournalQuantitative Finance
DOIs
Publication statusPublished - 2012

Keywords

  • liquidity

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