Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets

SSRN Electronic Journal
doi 10.2139/ssrn.3336264
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Competition, Market Structure, and Bid-Ask Spreads in Stock Option Markets

Journal of Finance
AccountingEconomicsEconometricsFinance
2002English

Arbitrage in Markets With Bid-Ask Spreads

Annals of Finance
EconomicsEconometricsFinance
2015English

Semiparametric Identification of the Bid–ask Spread in Extended Roll Models

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2017English

Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread

Economic Theory
EconomicsEconometrics
2006English

Determinants of Bid-Ask Spread in Indonesia: More Evidence From LQ45

Indonesian Journal Of Business And Economics
2018English

Do Investors Follow the Herd in Option Markets?

SSRN Electronic Journal
2015English

Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model

SSRN Electronic Journal
2016English

The Components of the Bid-Ask Spread: Evidence From the Corn Futures Market

Agricultural Economics
AgronomyEconomicsCrop ScienceEconometrics
2018English

Explaining the Bid-Ask Spread in the Foreign Exchange Market: A Test of Alternate Models

Australian Journal of Management
AccountingManagementBusiness
2013English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy