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 › peer review

Abstract

tdb

Lingua originale	Inglese
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

Accesso al documento

10.1080/14697688.2012.728006

Altri file e collegamenti

Link a IRIS PubliCatt

Cita questo

@article{104a8fa1869b4e69866d3ff4276f564b,

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",

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 - tdb

AB - tdb

KW - liquidity

KW - market

KW - liquidity

KW - market

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

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

Accesso al documento

Altri file e collegamenti

Fingerprint

Cita questo