Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market
Year of publication: |
September 1999
|
---|---|
Authors: | Cho, Young-Hye |
Other Persons: | Engle, Robert F. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Optionsgeschäft | Option trading | Hedging | Marktmikrostruktur | Market microstructure |
Extent: | 1 Online-Ressource |
---|---|
Series: | NBER working paper series ; no. w7331 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w7331 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye, (1999)
-
Hedging costs, liquidity, and inventory management : the evidence from option market makers
Wu, Wei-shao, (2014)
-
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos, (2016)
- More ...
-
Time-Varying Betas and Asymmetric Effect of News : Empirical Analysis of Blue Chip Stocks
Cho, Young-Hye, (1999)
-
Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye, (1999)
-
Time-varying betas and asymmetric effects of news : empirical analysis of blue chip stocks
Cho, Young-hye, (1999)
- More ...