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

Podrobná bibliografie
Hlavní autor: Cho, Young-Hye
Další autoři: Engle, Robert F.
Médium: Kniha
Jazyk:English
Vydáno: Cambridge National Bureau of Economic Research 1999.
Edice:NBER working paper series no.7331
Témata:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.