We would like to thank seminar participants at Bond University and the 2006 EFMA Meeting for their helpful comments. We are grateful to Paul Kofman, Mahen Nimalendran, Gary Sanger, two anonymous referees and the Co-Editor, Bong-Chan Kho, for their feedback and suggestions. We acknowledge the provision of data by the Securities Industry Research Centre of Asia-Pacific.
What do Options have to do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition*
Article first published online: 22 MAR 2010
2009 Korean Securities Association
Asia-Pacific Journal of Financial Studies
Volume 38, Issue 3, pages 455–489, June 2009
How to Cite
Michayluk, D., Prather, L., Woo, L.-A. E. and Yip, H. Y. K. (2009), What do Options have to do With It?: Inclusion of Options Market Indicators in Bid-ask Spread Decomposition. Asia-Pacific Journal of Financial Studies, 38: 455–489. doi: 10.1111/j.2041-6156.2009.tb00020.x
- Issue published online: 22 MAR 2010
- Article first published online: 22 MAR 2010
- Received 6 September 2007; Accepted 10 January 2009
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