Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY Options
Article
Mishra, Suchismita, Daigler, Robert T. Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY Options
. JOURNAL OF DERIVATIVES, 21(3), 70-84. 10.3905/jod.2014.21.3.070
Mishra, Suchismita, Daigler, Robert T. Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY Options
. JOURNAL OF DERIVATIVES, 21(3), 70-84. 10.3905/jod.2014.21.3.070