Intraday Trading and Bid–Ask Spread Characteristics for SPX and SPY Options
Mishra, Suchismita, Daigler, Robert TVolume:
21
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2014.21.3.070
Date:
February, 2014
File:
PDF, 1.51 MB
english, 2014