Describing the dynamic nature of transactions costs during political event risk episodes
Author:
Affiliation:
1. CME Group, Inc.; Chicago IL USA
Publisher
Wiley
Subject
General Medicine
Reference19 articles.
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2. Transactions costs and vehicle currencies;Black;Journal of International Money and Finance,1991
3. Bid-ask spreads in the market for forward exchange;Booth;Journal of International Money and Finance,1984
4. High-frequency trading and price discovery;Brogaard;The Review of Financial Studies,2014
5. Return smoothing, liquidity costs, and investor flows: Evidence from a separate account platform;Cao;Management Science,2016
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2. Detecting political event risk in the option market;Journal of Banking & Finance;2023-01
3. Case study of event risk management with options strangles and straddles;Review of Financial Economics;2021-07-27
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