Fredrik Berchtold

Stockholm University - Department of Corporate Finance

Universitetsvägen 10

Stockholm, Stockholm SE-106 91

Sweden

SCHOLARLY PAPERS

3

DOWNLOADS

498

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Information Asymmetry, Bid-Ask Spreads and Option Returns

EFA 2003 Annual Conference Paper No. 147
Number of pages: 28 Posted: 23 Jul 2003
Fredrik Berchtold and Lars L. Norden
Stockholm University - Department of Corporate Finance and Stockholm University - Stockholm Business School
Downloads 363 (85,900)

Abstract:

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information asymmetry, option bid-ask spreads, time series analysis, stock and strangle return shocks

2.

Time Varying Three Way Decompositions of Posted Spreads

Number of pages: 19 Posted: 08 Jun 2004
Fredrik Berchtold
Stockholm University - Department of Corporate Finance
Downloads 135 (223,655)

Abstract:

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Bid-ask spread, Inventory models, Asymmetric information

3.

Information Flows and Option Bid-Ask Spreads

Journal of Futures Markets, Vol. 25, 2005
Posted: 09 Aug 2006
Lars L. Norden and Fredrik Berchtold
Stockholm University - Stockholm Business School and Stockholm University - Department of Corporate Finance

Abstract:

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