Modeling the impacts of market activity on bid-ask spreads in the option market

Modeling the impacts of market activity on bid-ask spreads in the option market

Detalles Bibliográficos
Autor Principal: Cho, Young-Hye
Outros autores: Engle, Robert F.
Formato: Libro
Idioma:English
Publicado: Cambridge National Bureau of Economic Research 1999.
Series:NBER working paper series no.7331
Subjects:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.