Journal of Financial Markets Vol. 12 No. 1 2009
Measuring the impact of option market activity on the stock market: Bivariate point process models of stock and option transactions
- DOI
- 10.1016/j.finmar.2008.01.002
- Volume
- 12
- Issue
- 1
- Pages
- 87-106
- Language
- en
- Sources
- crossref openalex