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

Dettagli Bibliografici
Autore principale: Cho, Young-Hye
Altri autori: Engle, Robert F.
Natura: Libro
Lingua:English
Pubblicazione: Cambridge National Bureau of Economic Research 1999.
Serie:NBER working paper series no.7331
Soggetti:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.