Bid-Ask spread determinants of currency options.

The current options bid and ask quotes from the Bloomberg financial database are examined. Multiple regression is performed to examine the applicability of bid-ask spreads determinants observed in the stock and futures market to the currency options market.

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Bibliographic Details
Main Authors:	Chin, Min Hua., Ng, Irene Lay Hoon., Sen, Jessy Puay Hui.
Other Authors:	Chong, Beng Soon
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Options
Online Access:	http://hdl.handle.net/10356/11312
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-11312
record_format	dspace
spelling	sg-ntu-dr.10356-113122023-05-19T05:41:39Z Bid-Ask spread determinants of currency options. Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui. Chong, Beng Soon Nanyang Business School DRNTU::Business::Finance::Options The current options bid and ask quotes from the Bloomberg financial database are examined. Multiple regression is performed to examine the applicability of bid-ask spreads determinants observed in the stock and futures market to the currency options market. 2008-09-24T07:53:29Z 2008-09-24T07:53:29Z 2001 2001 Final Year Project (FYP) http://hdl.handle.net/10356/11312 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Options
spellingShingle	DRNTU::Business::Finance::Options Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui. Bid-Ask spread determinants of currency options.
description	The current options bid and ask quotes from the Bloomberg financial database are examined. Multiple regression is performed to examine the applicability of bid-ask spreads determinants observed in the stock and futures market to the currency options market.
author2	Chong, Beng Soon
author_facet	Chong, Beng Soon Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui.
format	Final Year Project
author	Chin, Min Hua. Ng, Irene Lay Hoon. Sen, Jessy Puay Hui.
author_sort	Chin, Min Hua.
title	Bid-Ask spread determinants of currency options.
title_short	Bid-Ask spread determinants of currency options.
title_full	Bid-Ask spread determinants of currency options.
title_fullStr	Bid-Ask spread determinants of currency options.
title_full_unstemmed	Bid-Ask spread determinants of currency options.
title_sort	bid-ask spread determinants of currency options.
publishDate	2008
url	http://hdl.handle.net/10356/11312
_version_	1770566100432453632

Bid-Ask spread determinants of currency options.

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