Intraday Bid-Ask Spread Behavior in Volatility Futures Markets Preprint

Lobanova, Olesya, Aidov, Alexandre, Mishra, Suchi et al. (2012). Intraday Bid-Ask Spread Behavior in Volatility Futures Markets . 10.2139/ssrn.1926058

cited authors

  • Lobanova, Olesya; Aidov, Alexandre; Mishra, Suchi; Daigler, Robert T

authors

publication date

  • January 1, 2012

keywords

  • 35 Commerce, Management, Tourism and Services
  • 3502 Banking, Finance and Investment
  • 38 Economics
  • 3801 Applied Economics

Digital Object Identifier (DOI)