Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY Options

Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY Options Article

Mishra, Suchismita, Daigler, Robert T. (2014). 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

cited authors

Mishra, Suchismita; Daigler, Robert T

sustainable development goals

SDG 08: Decent Work and Economic Growth

authors

Mishra, Suchismita

publication date

March 1, 2014

webpage

https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000339782000005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=e451fd656366bf1ec5554941920a9ccb

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JOURNAL OF DERIVATIVES Journal

keywords

Business & Economics
Business, Finance
COMPETITION
FUTURES VOLATILITY
MARKET
PATTERNS
STOCK
Social Sciences
TRANSACTION PRICES
VOLUME

FIU Discovery

Intraday Trading and Bid-Ask Spread Characteristics for SPX and SPY Options Article

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cited authors

sustainable development goals

authors

publication date

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published in

Research

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Digital Object Identifier (DOI)

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