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The bid-ask spread on stock index options: An ordered probit analysis
0 references·1 citing·6 second hopsampled
The bid-ask spread on stock index options: An ordered probit analysis (1998)The bid-ask spread on stock index options…Hedging costs, liquidity, and inventory management: The evidence from option market makers (2013)Hedging costs, liquidity, and…The Cost of Transacting (1968)THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)Liquidity, Information, and Infrequently Traded Stocks (1996)Options market makers׳ hedging and informed trading: Theory and evidence (2015)An unbiased computation methodology for estimating the probability of informed trading (PIN) (2016)High-frequency trading in the stock market and the costs of options market making (2024)
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  • 2013Hedging costs, liquidity, and inventory management: The evidence from option market makers27 cited

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