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 journal › Article › peer-review

8 Citations (SciVal)

Cite this

@article{1934220b936845b2b04c73dc85341b0b,

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

author = "Christos Ioannidis and A Gregoriou and J Healy",

year = "2007",

language = "English",

volume = "27",

pages = "471--494",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "5",

}