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Publications by Patrick de Fontnouvelle

The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999

SSRN Electronic Journal

English

Implications of Alternative Operational Risk Modeling Techniques

English

Related publications

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

Journal of Finance

English

Arbitrage in Markets With Bid-Ask Spreads

Annals of Finance

English

Estimation of Ask and Bid Prices for Geometric Asian Options

Discrete Dynamics in Nature and Society

English

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

SSRN Electronic Journal

English

Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?

Journal of International Financial Markets, Institutions and Money

English

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

SSRN Electronic Journal

English

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

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic Financial Market

SSRN Electronic Journal

English

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

Australian Journal of Management

English