haku: @indexterm CALL OPTIONS / yhteensä: 24
viite: 4 / 24
Tekijä: | Kehr, C.-H. Krahnen, J. P. |
Otsikko: | The anatomy of a call market |
Lehti: | Journal of Financial Intermediation
2001 : JUL-OCT, VOL. 10:3-4, p. 249-270 |
Asiasana: | AUCTIONS BIDDING CALL OPTIONS TRANSACTION COSTS |
Kieli: | eng |
Tiivistelmä: | This paper provides a detailed analysis of the call auction procedure on the Frankfurt Stock Exchange. The authors develop a direct measure of execution costs in a call auction that is comparable to the bid-ask spread in a continuous market. |
SCIMA