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

Bibliografiske detaljer
Hovedforfatter: Cho, Young-Hye
Andre forfattere: Engle, Robert F.
Format: Bog
Sprog:English
Udgivet: Cambridge National Bureau of Economic Research 1999.
Serier:NBER working paper series no.7331
Fag:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.