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

Opis bibliograficzny
1. autor: Cho, Young-Hye
Kolejni autorzy: Engle, Robert F.
Format: Książka
Język:English
Wydane: Cambridge National Bureau of Economic Research 1999.
Seria:NBER working paper series no.7331
Hasła przedmiotowe:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.