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Does adverse selection affect bid-ask spreads for options?

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

Published

Standard

Does adverse selection affect bid-ask spreads for options? / Bartram, S; Fehle, F R; Shrider, D.
In: Journal of Futures Markets, Vol. 28, No. 5, 2008, p. 417-437.

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

Harvard

Bartram, S, Fehle, FR & Shrider, D 2008, 'Does adverse selection affect bid-ask spreads for options?', Journal of Futures Markets, vol. 28, no. 5, pp. 417-437.

APA

Bartram, S., Fehle, F. R., & Shrider, D. (2008). Does adverse selection affect bid-ask spreads for options? Journal of Futures Markets, 28(5), 417-437.

Vancouver

Bartram S, Fehle FR, Shrider D. Does adverse selection affect bid-ask spreads for options? Journal of Futures Markets. 2008;28(5):417-437.

Author

Bartram, S ; Fehle, F R ; Shrider, D. / Does adverse selection affect bid-ask spreads for options?. In: Journal of Futures Markets. 2008 ; Vol. 28, No. 5. pp. 417-437.

Bibtex

@article{3ae6124208ea4d95b92a4f6b9950b145,
title = "Does adverse selection affect bid-ask spreads for options?",
author = "S Bartram and Fehle, {F R} and D Shrider",
year = "2008",
language = "English",
volume = "28",
pages = "417--437",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley-Liss Inc.",
number = "5",

}

RIS

TY - JOUR

T1 - Does adverse selection affect bid-ask spreads for options?

AU - Bartram, S

AU - Fehle, F R

AU - Shrider, D

PY - 2008

Y1 - 2008

M3 - Journal article

VL - 28

SP - 417

EP - 437

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 5

ER -