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

cited authors

  • Mishra, Suchismita; Daigler, Robert T

sustainable development goals

published in

keywords

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

Digital Object Identifier (DOI)

publisher

  • INST INVESTOR INC

start page

  • 70

end page

  • 84

volume

  • 21

issue

  • 3