No Cover Image

Journal article 488 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 Orcid Logo

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

Swansea University Author: Mike Buckle Orcid Logo

Full text not available from this repository: check for access using links below.

DOI (Published version): 10.3905/jod.1997.407980

Published in: The Journal of Derivatives
Published: 1997
URI: https://cronfa.swan.ac.uk/Record/cronfa18178
Tags: Add Tag
No Tags, Be the first to tag this record!
first_indexed 2014-07-30T01:30:26Z
last_indexed 2018-02-09T04:52:31Z
id cronfa18178
recordtype SURis
fullrecord <?xml version="1.0"?><rfc1807><datestamp>2014-07-29T19:38:36.6725654</datestamp><bib-version>v2</bib-version><id>18178</id><entry>2014-07-29</entry><title>The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options</title><swanseaauthors><author><sid>756422b319676d1b53856d85363a4ae3</sid><ORCID>0000-0002-5767-2217</ORCID><firstname>Mike</firstname><surname>Buckle</surname><name>Mike Buckle</name><active>true</active><ethesisStudent>false</ethesisStudent></author></swanseaauthors><date>2014-07-29</date><deptcode>BAF</deptcode><abstract/><type>Journal Article</type><journal>The Journal of Derivatives</journal><volume>4</volume><journalNumber>4</journalNumber><paginationStart>20</paginationStart><paginationEnd>32</paginationEnd><publisher/><keywords/><publishedDay>31</publishedDay><publishedMonth>12</publishedMonth><publishedYear>1997</publishedYear><publishedDate>1997-12-31</publishedDate><doi>10.3905/jod.1997.407980</doi><url/><notes/><college>COLLEGE NANME</college><department>Accounting and Finance</department><CollegeCode>COLLEGE CODE</CollegeCode><DepartmentCode>BAF</DepartmentCode><institution>Swansea University</institution><apcterm/><lastEdited>2014-07-29T19:38:36.6725654</lastEdited><Created>2014-07-29T19:38:36.6725654</Created><path><level id="1">School of Management</level><level id="2">Accounting And Finance</level></path><authors><author><firstname>Owain ap</firstname><surname>Gwilym</surname><order>1</order></author><author><firstname>Mike</firstname><surname>Buckle</surname><order>2</order></author><author><firstname>Stephen H</firstname><surname>Thomas</surname><order>3</order></author><author><firstname>Mike</firstname><surname>Buckle</surname><orcid>0000-0002-5767-2217</orcid><order>4</order></author></authors><documents/><OutputDurs/></rfc1807>
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 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 School of Management
hierarchytype
hierarchy_top_id schoolofmanagement
hierarchy_top_title School of Management
hierarchy_parent_id schoolofmanagement
hierarchy_parent_title School of Management
department_str Accounting And Finance{{{_:::_}}}School of Management{{{_:::_}}}Accounting And Finance
document_store_str 0
active_str 0
published_date 1997-12-31T03:28:12Z
_version_ 1737024961230405632
score 10.8781185