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

TBC

Original language	English
Pages (from-to)	1241-1255
Number of pages	15
Journal	Quantitative Finance
Volume	13
DOIs	https://doi.org/10.1080/14697688.2012.728006
Publication status	Published - 2013

Keywords

Spread

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10.1080/14697688.2012.728006

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

abstract = "TBC",

keywords = "Spread, Spread",

author = "Giovanni Petrella and Reuben Segara",

year = "2013",

doi = "10.1080/14697688.2012.728006",

language = "English",

volume = "13",

pages = "1241--1255",

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 - 2013

Y1 - 2013

N2 - TBC

AB - TBC

KW - Spread

UR - http://hdl.handle.net/10807/56593

U2 - 10.1080/14697688.2012.728006

DO - 10.1080/14697688.2012.728006

M3 - Article

SN - 1469-7688

VL - 13

SP - 1241

EP - 1255

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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