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

Xehetasun bibliografikoak
Egile nagusia: Cho, Young-Hye
Beste egile batzuk: Engle, Robert F.
Formatua: Liburua
Hizkuntza:English
Argitaratua: Cambridge National Bureau of Economic Research 1999.
Saila:NBER working paper series no.7331
Gaiak:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.