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:
Subjects: H Social Sciences > HG Finance
Divisions: University Structure - Pre August 2011 > School of Management
ePrint ID: 37369
Date Deposited: 26 Apr 2007
Last Modified: 27 Mar 2014 18:23
URI: http://eprints.soton.ac.uk/id/eprint/37369

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