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

Christos Ioannidis, A Gregoriou, J Healy

Research output: Contribution to journalArticle

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

Cite this

Hedging under the influence of transaction costs: an empirical investigation on FTSE 100 index options. / Ioannidis, Christos; Gregoriou, A; Healy, J.

In: Journal of Futures Markets, Vol. 27, No. 5, 2007, p. 471-494.

Research output: Contribution to journalArticle

Ioannidis, Christos ; Gregoriou, A ; Healy, J. / Hedging under the influence of transaction costs: an empirical investigation on FTSE 100 index options. In: Journal of Futures Markets. 2007 ; Vol. 27, No. 5. pp. 471-494.
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