

Author: Michello F.A.
Publisher: Elsevier
ISSN: 1566-0141
Source: Emerging Markets Review, Vol.2, Iss.3, 2001-09, pp. : 280-291
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content




By Ghorbel Faten Hakim Omri Mohamed Ali
International Journal of Business Continuity and Risk Management, Vol. 4, Iss. 2, 2013-09 ,pp. :


Bid-ask spread, strike prices and risk-neutral densities
By Liu Xiaoquan
Applied Financial Economics, Vol. 17, Iss. 11, 2007-07 ,pp. :




Bid-ask spreads in commodity futures markets
By Bryant Henry L. Haigh Michael S.
Applied Financial Economics, Vol. 14, Iss. 13, 2004-09 ,pp. :