haku: @journal_id 789 / yhteensä: 95
viite: 25 / 95
| 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. |
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