Hedging under the influence of transaction costs: An empirical investigation on FTSE 100 index options

Jerome Healy, A. Gregoriou, C. Ioannidis

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)
Original languageEnglish
Pages (from-to)471-494
Number of pages24
JournalJournal of Futures Markets
Volume27
Issue number5
DOIs
Publication statusPublished - May 2007

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