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  • DescriptiveProjectOPRA-Final-Full

    Rights statement: 24m

    Accepted author manuscript, 6.77 MB, PDF document

    Embargo ends: 1/01/50

    Available under license: CC BY-NC: Creative Commons Attribution-NonCommercial 4.0 International License

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A Descriptive Study of High-Frequency Trade and Quote Option Data

Research output: Contribution to journalJournal articlepeer-review

<mark>Journal publication date</mark>26/08/2020
<mark>Journal</mark>Journal of Financial Econometrics
Publication StatusAccepted/In press
<mark>Original language</mark>English