The bid-ask spread on stock index options: an ordered probit analysis

Ap Gwilym, Owain, Clare, Aandrew and Thomas, Stephen (1998) The bid-ask spread on stock index options: an ordered probit analysis. Journal of Futures Markets, 18, (4), 467-485. (doi:10.1002/(SICI)1096-9934(199806)18:4<467::AID-FUT6>3.0.CO;2-R).

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Item Type:	Article
Additional Information:
ISSNs:	0270-7314 (print)
Related URLs:	http://dx.doi.org/10.1002/(SIC...3.0.CO;2-R
Subjects:	H Social Sciences > HG Finance
Divisions:	University Structure - Pre August 2011 > School of Management
Item ID:	37369
Date Deposited:	26 Apr 2007
Last Modified:	02 Mar 2012 13:06
Contributors:	Ap Gwilym, Owain (Author) Clare, Aandrew (Author) Thomas, Stephen (Author)
Date:	1998
Additional Information:
Status:	Published
URI:	http://eprints.soton.ac.uk/id/eprint/37369

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