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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 Orcid Logo

The Journal of Derivatives, Volume: 4, Issue: 4, Pages: 20 - 32

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.3905/jod.1997.407980

Published in: The Journal of Derivatives
Published: 1997
URI: https://cronfa.swan.ac.uk/Record/cronfa18178
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first_indexed 2014-07-30T01:30:26Z
last_indexed 2018-02-09T04:52:31Z
id cronfa18178
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spelling 2014-07-29T19:38:36.6725654 v2 18178 2014-07-29 The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options 756422b319676d1b53856d85363a4ae3 0000-0002-5767-2217 Mike Buckle Mike Buckle true false 2014-07-29 BAF Journal Article The Journal of Derivatives 4 4 20 32 31 12 1997 1997-12-31 10.3905/jod.1997.407980 COLLEGE NANME Accounting and Finance COLLEGE CODE BAF Swansea University 2014-07-29T19:38:36.6725654 2014-07-29T19:38:36.6725654 Faculty of Humanities and Social Sciences School of Management - Accounting and Finance Owain ap Gwilym 1 Mike Buckle 2 Stephen H Thomas 3 Mike Buckle 0000-0002-5767-2217 4
title The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
spellingShingle The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
Mike Buckle
title_short The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
title_full The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
title_fullStr The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
title_full_unstemmed The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
title_sort The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
author_id_str_mv 756422b319676d1b53856d85363a4ae3
author_id_fullname_str_mv 756422b319676d1b53856d85363a4ae3_***_Mike Buckle
author Mike Buckle
author2 Owain ap Gwilym
Mike Buckle
Stephen H Thomas
Mike Buckle
format Journal article
container_title The Journal of Derivatives
container_volume 4
container_issue 4
container_start_page 20
publishDate 1997
institution Swansea University
doi_str_mv 10.3905/jod.1997.407980
college_str Faculty of Humanities and Social Sciences
hierarchytype
hierarchy_top_id facultyofhumanitiesandsocialsciences
hierarchy_top_title Faculty of Humanities and Social Sciences
hierarchy_parent_id facultyofhumanitiesandsocialsciences
hierarchy_parent_title Faculty of Humanities and Social Sciences
department_str School of Management - Accounting and Finance{{{_:::_}}}Faculty of Humanities and Social Sciences{{{_:::_}}}School of Management - Accounting and Finance
document_store_str 0
active_str 0
published_date 1997-12-31T03:21:14Z
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score 11.012678

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