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

Detaylı Bibliyografya
Yazar: Cho, Young-Hye
Diğer Yazarlar: Engle, Robert F.
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Cambridge National Bureau of Economic Research 1999.
Seri Bilgileri:NBER working paper series no.7331
Konular:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.