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

Risultato della ricerca: Contributo in rivista › Articolo in rivista › peer review

Abstract

tdb

Lingua originale	English
pagine (da-a)	1241-1255
Rivista	Quantitative Finance
Volume	13
DOI	https://doi.org/10.1080/14697688.2012.728006
Stato di pubblicazione	Pubblicato - 2013

Keywords

liquidity
market

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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 = "tdb",

keywords = "liquidity, market, liquidity, market",

author = "Giovanni Petrella and Reuben Segara",

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language = "English",

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pages = "1241--1255",

journal = "Quantitative Finance",

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publisher = "Taylor and Francis Ltd.",

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

AU - Petrella, Giovanni

AU - Segara, Reuben

PY - 2013

Y1 - 2013

N2 - tdb

AB - tdb

KW - liquidity

KW - market

KW - liquidity

KW - market

UR - http://hdl.handle.net/10807/30156

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DO - 10.1080/14697688.2012.728006

M3 - Article

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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

Accesso al documento

Altri file e collegamenti

Fingerprint

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