Search Results - Li, Steven

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  1. 1
    Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market

    Assessing the importance of transaction costs in option pricing: evidence from the Australian index option market by Abdullah, Mimi Hafizah, Li, Steven

    Published 2009
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  2. 2
    Implied transaction costs by leland option pricing models: A new approach and empirical evidence

    Implied transaction costs by leland option pricing models: A new approach and empirical evidence by Abdullah, Mimi Hafizah, Li, Steven

    Published 2011
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  3. 3
    Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis

    Alternative method to estimate transaction costs: An empirical investigation pre-, during and post- financial crisis by Abdullah, Mimi Hafizah, Li, Steven

    Published 2013
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  4. 4
    Trading frequency and implied transaction costs of options: evidence from the Australian index option market

    Trading frequency and implied transaction costs of options: evidence from the Australian index option market by Abdullah, Mimi Hafizah, Li, Steven

    Published 2010
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  5. 5
    The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market

    The performance of Leland's option pricing models in the presence of transaction costs: evidence from the Australian index option market by Abdullah, Mimi Hafizah, Li, Steven

    Published 2010
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  6. 6
    Implied transaction costs by Leland option pricing model: a new approach and empirical evidence

    Implied transaction costs by Leland option pricing model: a new approach and empirical evidence by Li, Steven, Abdullah, Mimi Hafizah

    Published 2012
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