Price impact versus bid–ask spreads in the index option market
Autor: | Kaeck, Andreas, van Kervel, Vincent, Seeger, Norman J. |
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Zdroj: | In Journal of Financial Markets June 2022 59 Part A |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Kaeck, Andreas, van Kervel, Vincent, Seeger, Norman J. |
---|---|
Zdroj: | In Journal of Financial Markets June 2022 59 Part A |
Databáze: | ScienceDirect |
Externí odkaz: |