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

书目详细资料
主要作者:	Cho, Young-Hye
其他作者:	Engle, Robert F.
格式:	图书
语言:	English
出版:	Cambridge National Bureau of Economic Research 1999.
丛编:	NBER working paper series no.7331
主题:	Stock options > Prices > Econometric models. > United States. Hedging (Finance) > Econometric models. > United States. Stock exchanges > Econometric models. > United States.