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An analysis of bid–ask spreads on American-and European-style index options

Owain Ap Gwilym, Mike Buckle, Mike Buckle Orcid Logo

Applied Economics Letters, Volume: 3, Issue: 7, Pages: 445 - 449

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.1080/758540803

Published in: Applied Economics Letters
Published: 1996
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College: Faculty of Humanities and Social Sciences
Issue: 7
Start Page: 445
End Page: 449