The intraday determination of liquidity in the NYSE LIFFE equity option markets

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  2. Dr Thanos Verousis
Author(s)Verousis T, ap Gwilym O, Chen X
Publication type Article
JournalEuropean Journal of Finance
Year2016
Volume22
Issue12
Pages1164-1188
ISSN (print)1351-847X
ISSN (electronic)1466-4364
Full text is available for this publication:
PublisherRoutledge
URLhttp://dx.doi.org/10.1080/1351847X.2015.1019642
DOI10.1080/1351847X.2015.1019642
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