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

Giovanni Petrella; Reuben Segara

doi:10.1080/14697688.2012.728006

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

Giovanni Petrella
, Reuben Segara

The University of Sydney

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

tbd

Original language	English
Pages (from-to)	1-15
Number of pages	15
Journal	Quantitative Finance
DOIs	https://doi.org/10.1080/14697688.2012.728006
Publication status	Published - 2012

Keywords

liquidity

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@article{c01e3e9194544157bd9fcb36e035fc2d,

title = "The bid–ask spread of bank-issued options: a quantile regression analysis",

abstract = "tbd",

keywords = "liquidity, liquidity",

author = "Giovanni Petrella and Reuben Segara",

year = "2012",

doi = "10.1080/14697688.2012.728006",

language = "English",

pages = "1--15",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Taylor and Francis Ltd.",

}

TY - JOUR

T1 - The bid–ask spread of bank-issued options: a quantile regression analysis

AU - Petrella, Giovanni

AU - Segara, Reuben

PY - 2012

Y1 - 2012

N2 - tbd

AB - tbd

KW - liquidity

UR - http://hdl.handle.net/10807/42413

U2 - 10.1080/14697688.2012.728006

DO - 10.1080/14697688.2012.728006

M3 - Article

SN - 1469-7688

SP - 1

EP - 15

JO - Quantitative Finance

JF - Quantitative Finance

ER -

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

Abstract

Keywords

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