The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options
The purpose of this thesis was to test the hypothesis that multiple-listing of equity options leads to lower bid-ask spreads because of increased competition. This competition can come in two forms, actual or potential, both of which are theorized to have the same effect on spreads. A model of the...
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Virginia Tech
2014
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| Online Access: | http://hdl.handle.net/10919/36640 http://scholar.lib.vt.edu/theses/available/etd-342482139711101/ |