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Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets

Lookup NU author(s): Dr Thanos Verousis

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Publication metadata

Author(s): Bernales A, Cañón C, Verousis T

Publication type: Article

Publication status: Published

Journal: Finance Research Letters

Year: 2018

Volume: 25

Pages: 96-102

Print publication date: 01/06/2018

Online publication date: 07/11/2017

Acceptance date: 19/10/2017

Date deposited: 07/12/2017

ISSN (print): 1544-6123

ISSN (electronic): 1544-6131

Publisher: Elsevier

URL: https://doi.org/10.1016/j.frl.2017.10.025

DOI: 10.1016/j.frl.2017.10.025

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