Competition among Alternative Option Market Structures: Evidence from Eurex vs. Euwax
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More about this item
Keywords
Options; Market Design; Microstructure; Bid-Ask Spreads;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2003-07-13 (Corporate Finance)
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