Does adverse selection affect bid-ask spreads for options?

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Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

<mark>Journal publication date</mark>	2008
<mark>Journal</mark>	Journal of Futures Markets
Issue number	5
Volume	28
Number of pages	21
Pages (from-to)	417-437
Publication Status	Published
<mark>Original language</mark>	English

Research