Leon Eric Grund

University of Vienna

Bruenner Strasse 72

Vienna, Vienna 1090

Austria

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Scholarly Papers (1)

1.

A Descriptive Study of High-Frequency Trade and Quote Option Data

Number of pages: 55 Posted: 07 Sep 2019
Northwestern University - Kellogg School of Management, European University Institute, University of Vienna, University of Vienna - Department of Statistics and Operations Research, Humboldt University of Berlin - Center for Applied Statistics and Economics (CASE), Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance, Lancaster University - Department of Accounting and Finance and Independent
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Abstract:

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Options Data, High Frequency Data, Market Microstructure