bid-ask spreads — Blog — BLACKARBS LLC
Post Outline
- Notes on Part-2
- The Data
- Bid-Ask Spread Analysis
- How Do Aggregate Bid-Ask Spreads Vary with Days To Expiration?
- How Do Bid-Ask Spreads Vary with Volume?
- How Do Bid-Ask Spreads Vary with Volatility?
- Summary Conclusions
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Post Outline
- The Objective
- The Data
- Basic Data Analysis
- Bid-Ask Spread Analysis
- How Do Aggregate Bid-Ask Spreads Vary with Days To Expiration?
- How Do Bid-Ask Spreads Vary with Volume?
- How Do Bid-Ask Spreads Vary with Volatility?
- Summary Conclusions
Read More
