The intraday behavior of bid-ask spreads, returns, and volatility for FTSE-100 stock index options

Journal of Derivatives

Volumn 4, Issue 4, 1997, Pages 20-32

  Gwilym, Owain Ap ^a   Buckle, Mike ^b   Thomas, Stephen ^c  

^a SWANSEA UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF WALES   (United Kingdom)

^c UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0042837394     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1997.407980     Document Type: Article

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