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The market liquidity of DIAMONDS, Q's, and their underlying stocks

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  • Hegde, Shantaram P.
  • McDermott, John B.

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  • Hegde, Shantaram P. & McDermott, John B., 2004. "The market liquidity of DIAMONDS, Q's, and their underlying stocks," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 1043-1067, May.
    • Handle: RePEc:eee:jbfina:v:28:y:2004:i:5:p:1043-1067
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    1. Parkinson, Michael, 1980. "The Extreme Value Method for Estimating the Variance of the Rate of Return," The Journal of Business, University of Chicago Press, vol. 53(1), pages 61-65, January.
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