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.
Cita Chicago (17th ed.)Cho, Young-Hye, i Robert F. Engle. Modeling the Impacts of Market Activity on Bid-ask Spreads in the Option Market. Cambridge: National Bureau of Economic Research, 1999.
Cita MLA (9th ed.)Cho, Young-Hye, i Robert F. Engle. Modeling the Impacts of Market Activity on Bid-ask Spreads in the Option Market. National Bureau of Economic Research, 1999.
Atenció: Aquestes cites poden no estar 100% correctes.