MODELING THE IMPACTS OF MARKET ACTIVITY ON BID-ASK SPREADS IN THE OPTION MARKET
| Year of publication: |
1999
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|---|---|
| Authors: | Cho, Young-Hye ; Engle, Robert F. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1999, 7331, p. 7331
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