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

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