Showing 1 - 6 results of 6 for search 'Li, Steven', query time: 0.03s Refine Results
  1. 1
    Trading frequency and implied transaction costs of options: evidence from the Australian index option market
    by Abdullah, Mimi Hafizah, Li, Steven
    Published 2010
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  2. 2
    The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market
    by Abdullah, Mimi Hafizah, Li, Steven
    Published 2010
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  3. 3
    Implied transaction costs by leland option pricing models: A new approach and empirical evidence
    by Abdullah, Mimi Hafizah, Li, Steven
    Published 2011
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  4. 4
    Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
    by Abdullah, Mimi Hafizah, Li, Steven
    Published 2009
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  5. 5
    Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis
    by Abdullah, Mimi Hafizah, Li, Steven
    Published 2013
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  6. 6
    Implied transaction costs by Leland option pricing model: a new approach and empirical evidence
    by Li, Steven, Abdullah, Mimi Hafizah
    Published 2012
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