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

Lookup NU author(s): Dr Thanos Verousis

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This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License (CC BY-NC 4.0).


Publication metadata

Author(s): Verousis T, ap Gwilym O, Chen X

Publication type: Article

Journal: European Journal of Finance

Year: 2016

Volume: 22

Issue: 12

Pages: 1164-1188

Online publication date: 13/03/2015

Acceptance date: 10/02/2015

ISSN (print): 1351-847X

ISSN (electronic): 1466-4364

Publisher: Routledge

URL: http://dx.doi.org/10.1080/1351847X.2015.1019642

DOI: 10.1080/1351847X.2015.1019642


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