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

Dades bibliogràfiques
Autor principal: Cho, Young-Hye
Altres autors: Engle, Robert F.
Format: Llibre
Idioma:English
Publicat: Cambridge National Bureau of Economic Research 1999.
Col·lecció:NBER working paper series no.7331
Matèries:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.