Option Bid-Ask Spread and Liquidity
Author:
Publisher
Elsevier BV
Reference19 articles.
1. Asymmetric Information and Options;Kerry Back;Review of Financial Studies,1993
2. Insider and Liquidity Trading in Stock and Option Markets;Bruno Biais;Review of Financial Studies,1994
3. Fact and fantasy in use of options;Fischer Black;Financial Analyst Journal,1975
4. Modeling the Impacts of Market Activity on BidAsk Spreads in the Option Market;Young-Hye Cho;National Bureau of Economic Research,1999
5. Market Liquidity and Trading Activity
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Hedging costs, liquidity, and inventory management: The evidence from option market makers;Journal of Financial Markets;2014-03
2. Option Bid-Ask Spread and Liquidity;SSRN Electronic Journal;2011
3. Liquidity Considerations in Estimating Implied Volatility;SSRN Electronic Journal;2011
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