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

Detalles Bibliográficos
Autor principal: Cho, Young-Hye
Otros Autores: Engle, Robert F.
Formato: Libro
Lenguaje:English
Publicado: Cambridge National Bureau of Economic Research 1999.
Colección:NBER working paper series no.7331
Materias:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.