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

Detalhes bibliográficos
Autor principal: Cho, Young-Hye
Outros Autores: Engle, Robert F.
Formato: Livro
Idioma:English
Publicado em: Cambridge National Bureau of Economic Research 1999.
coleção:NBER working paper series no.7331
Assuntos:
Stock options > Prices > Econometric models. > United States.
Hedging (Finance) > Econometric models. > United States.
Stock exchanges > Econometric models. > United States.