1

Does information drive trading in option strategies?

Rüdiger Fahlenbrach, Patrik Sandås
Journal:
Journal of Banking & Finance
Year:
2010
Language:
english
File:
PDF, 735 KB
english, 2010
2

An empirical examination of the pricing of European bond options

Krister Rindell, Patrik Sandås
Journal:
Journal of Banking & Finance
Year:
1991
Language:
english
File:
PDF, 695 KB
english, 1991
3

The Impact of Iceberg Orders in Limit Order Books

Frey, Stefan, Sandås, Patrik
Journal:
The Quarterly Journal of Finance
Year:
2017
Language:
english
File:
PDF, 334 KB
english, 2017
4

Estimating the Gains from Trade in Limit-Order Markets

BURTON HOLLIFIELD, ROBERT A. MILLER, PATRIK SANDÅS, JOSHUA SLIVE
Journal:
The Journal of Finance
Year:
2006
Language:
english
File:
PDF, 356 KB
english, 2006
6

Empirical Analysis of Limit Order Markets

Hollifield, Burton, Miller, Robert A., Sandås, Patrik
Journal:
Review of Economic Studies
Year:
2004
Language:
english
File:
PDF, 372 KB
english, 2004
7

Co-movements of index options and futures quotes

Rüdiger Fahlenbrach, Patrik Sandås
Journal:
Journal of Empirical Finance
Year:
2009
Language:
english
File:
PDF, 419 KB
english, 2009
8

Empirical Analysis of Limit Order Markets

Burton Hollifield, Robert A. Miller and Patrik Sandås
Journal:
Review of Economic Studies
Year:
2004
Language:
english
File:
PDF, 3.08 MB
english, 2004
9

Empirical Analysis of Limit Order Markets

Hollifield, Burton, Miller, Robert A., Sandas, Patrik
Journal:
Review of Economic Studies
Year:
2004
Language:
english
File:
PDF, 396 KB
english, 2004
10

How Subprime Borrowers and Mortgage Brokers Shared the Pie

Berndt, Antje, Hollifield, Burton, Sandås, Patrik
Journal:
Real Estate Economics
Year:
2016
Language:
english
File:
PDF, 626 KB
english, 2016
14

Co-Movements of Index Options and Futures Quotes

Fahlenbrach, Rüdiger, Sandas, Patrik Vilhelm
Journal:
SSRN Electronic Journal
Year:
2008
Language:
english
File:
PDF, 266 KB
english, 2008
15

Liquidity Supply and Demand in Limit Order Markets

Hollifield, Burton, Miller, Robert A., Sandas, Patrik, Slive, Joshua
Journal:
SSRN Electronic Journal
Year:
2003
Language:
english
File:
PDF, 378 KB
english, 2003
16

Does Trading Anonymously Enhance Liquidity?

Dennis, Patrick J., Sandås, Patrik
Journal:
Journal of Financial and Quantitative Analysis
Year:
2019
Language:
english
File:
PDF, 512 KB
english, 2019