Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market

Bibliographic Details
Main Authors:	Abdullah, Mimi Hafizah, Li, Steven
Format:	Conference or Workshop Item
Language:	English
Published:	2009
Subjects:	HG Finance
Online Access:	http://irep.iium.edu.my/1311/ http://irep.iium.edu.my/1311/ http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf

id	iium-1311
recordtype	eprints
spelling	iium-13112011-08-08T07:15:51Z http://irep.iium.edu.my/1311/ Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market Abdullah, Mimi Hafizah Li, Steven HG Finance 2009 Conference or Workshop Item NonPeerReviewed application/pdf en http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf Abdullah, Mimi Hafizah and Li, Steven (2009) Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market. In: 15th International Conference Computing in Economics and Finance , 15 - 17 July, Sydney, Australia. (Unpublished) http://www.cef.uts.edu.au
repository_type	Digital Repository
institution_category	Local University
institution	International Islamic University Malaysia
building	IIUM Repository
collection	Online Access
language	English
topic	HG Finance
spellingShingle	HG Finance Abdullah, Mimi Hafizah Li, Steven Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
format	Conference or Workshop Item
author	Abdullah, Mimi Hafizah Li, Steven
author_facet	Abdullah, Mimi Hafizah Li, Steven
author_sort	Abdullah, Mimi Hafizah
title	Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
title_short	Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
title_full	Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
title_fullStr	Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
title_full_unstemmed	Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market
title_sort	assessing the importance of transaction costs in option pricing: evidence from the australian index option market
publishDate	2009
url	http://irep.iium.edu.my/1311/ http://irep.iium.edu.my/1311/ http://irep.iium.edu.my/1311/1/Assessing_the_importance_of_transaction_costs.pdf
first_indexed	2023-09-18T20:08:34Z
last_indexed	2023-09-18T20:08:34Z
_version_	1777407323678965760

Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market

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