Journal article 1191 views
The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
Owain ap Gwilym,
Mike Buckle,
Stephen H Thomas,
Mike Buckle 
The Journal of Derivatives, Volume: 4, Issue: 4, Pages: 20 - 32
Swansea University Author:
Mike Buckle
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DOI (Published version): 10.3905/jod.1997.407980
Abstract
The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
| Published in: | The Journal of Derivatives |
|---|---|
| Published: |
1997
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa18178 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
4 |
| Start Page: |
20 |
| End Page: |
32 |