An empirical examination of the impact of market microstructure changes on the determinants of option bid-ask spreads
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Rosati, Pierangelo & Cummins, Mark & Deeney, Peter & Gogolin, Fabian & van der Werff, Lisa & Lynn, Theo, 2017. "The effect of data breach announcements beyond the stock price: Empirical evidence on market activity," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 146-154.
- Timotheos Angelidis & Alexandros Benos, 2009.
"The Components of the Bid-Ask Spread: the Case of the Athens Stock Exchange,"
European Financial Management,
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- Timotheos Angelidis & Alexandros Benos, "undated". "The Components of the Bid-Ask Spread: The case of the Athens Stock Exchange," Working Papers 0615, University of Crete, Department of Economics.
- Mitra, Sovan, 2013. "Operational risk of option hedging," Economic Modelling, Elsevier, vol. 33(C), pages 194-203.
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