Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Przemysław Rola

Arbitrage in Markets With Bid-Ask Spreads

Annals of Finance
EconomicsEconometricsFinance
2015English

Related publications

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

Journal of Finance
AccountingEconomicsEconometricsFinance
2002English

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

SSRN Electronic Journal
2002English

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

SSRN Electronic Journal
2017English

Trading and Arbitrage in Cryptocurrency Markets

SSRN Electronic Journal
2018English

Arbitrage and Pricing in Financial Markets With Interval Data

China-USA Business Review
2012English

Arbitrage Pricing Theory in International Markets

English

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

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2017English

Arbitrage Conditions for Electricity Markets With Production and Storage

Computational Management Science
Information SystemsManagement Information Systems
2019English

Estimation of Ask and Bid Prices for Geometric Asian Options

Discrete Dynamics in Nature and Society
ModelingSimulation
2019English

Amanote Research

Note-taking for researchers

Follow Amanote

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

Privacy PolicyRefund Policy