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

The bid-ask spread on stock index options: an ordered probit analysis
The bid-ask spread on stock index options: an ordered probit analysis
0270-7314
467-485
Ap Gwilym, Owain
dbd356d9-b22d-420b-a980-7341f6d52f34
Clare, Aandrew
b27e08c3-f3ab-4b72-96d3-146a4e06ad83
Thomas, Stephen
3ebf2346-25f1-4f19-b854-7a7da0cee9ca
Ap Gwilym, Owain
dbd356d9-b22d-420b-a980-7341f6d52f34
Clare, Aandrew
b27e08c3-f3ab-4b72-96d3-146a4e06ad83
Thomas, Stephen
3ebf2346-25f1-4f19-b854-7a7da0cee9ca

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).

Record type: Article

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Published date: 1998

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Local EPrints ID: 37369
URI: http://eprints.soton.ac.uk/id/eprint/37369
ISSN: 0270-7314
PURE UUID: ba5ddd07-1685-4931-8b9b-bb545ba17181

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Date deposited: 26 Apr 2007
Last modified: 15 Mar 2024 07:58

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Contributors

Author: Owain Ap Gwilym
Author: Aandrew Clare
Author: Stephen Thomas

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