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

書誌詳細
第一著者:	Cho, Young-Hye
その他の著者:	Engle, Robert F.
フォーマット:	図書
言語:	English
出版事項:	Cambridge National Bureau of Economic Research 1999.
シリーズ:	NBER working paper series no.7331
主題:	Stock options > Prices > Econometric models. > United States. Hedging (Finance) > Econometric models. > United States. Stock exchanges > Econometric models. > United States.