Modelling the impacts of market activity on bid-ask spreads in the option market

Young-Hye Cho ; Robert F. Engle

Year of publication:	1998
Authors:	Young-Hye, Cho ; Engle, Robert F.
Publisher:	La Jolla, CA
Subject:	Geld-Brief-Spanne \| Bid-ask spread \| Optionsgeschäft \| Option trading \| Hedging \| Asymmetrische Information \| Asymmetric information \| Modellierung \| Scientific modelling \| Theorie \| Theory \| USA \| United States \| 1993

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