Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach
Date
2007Dewey
Bourse, Marchés financiersSujet
distribution; microstructure Derivatives; marketJEL code
L.L1.L11; D.D5.D53Journal issue
Review of Finance / European Finance ReviewVolume
11Number
3Publication date
08-2007Article pages
497-525Collections
Metadata
Show full item recordAuthor
Deville, Laurent
15896 Groupe de Recherche en Droit, Economie et Gestion [GREDEG]
Riva, Fabrice
1032 Dauphine Recherches en Management [DRM]