Cho, Y., & Engle, R. F. (1999). Modeling the impacts of market activity on bid-ask spreads in the option market. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationCho, Young-Hye, and Robert F. Engle. Modeling the Impacts of Market Activity on Bid-ask Spreads in the Option Market. Cambridge: National Bureau of Economic Research, 1999.
MLA (9th ed.) CitationCho, Young-Hye, and Robert F. Engle. Modeling the Impacts of Market Activity on Bid-ask Spreads in the Option Market. National Bureau of Economic Research, 1999.
Warning: These citations may not always be 100% accurate.