Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
| Year of publication: |
1993
|
|---|---|
| Authors: | George, Thomas J. ; Longstaff, Francis A. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 2194065. - Vol. 28.1993, 3, p. 381-398
|