"The Impact of Electronic Trading on the Bid/Ask Spread and Arbitrage Efficiency between Index Futures and Options" by Yiuman Tse

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Article

The Impact of Electronic Trading on the Bid/Ask Spread and Arbitrage Efficiency between Index Futures and Options

Journal of Futures Markets (2005)

Yiuman Tse, University of Missouri-St. Louis

Disciplines

Business

Publication Date

2005

Citation Information

Yiuman Tse. "The Impact of Electronic Trading on the Bid/Ask Spread and Arbitrage Efficiency between Index Futures and Options" Journal of Futures Markets Vol. 25 (2005) p. 375 - 398
Available at: http://works.bepress.com/yiuman-tse/65/