Khoury, Nabil; Yourougou, Pierre; Vigneau, Gilles - In: L'Actualité Economique 67 (1991) 4, pp. 499-516
This paper examines the determinants of the "bid-asked" spread on the Canadian option market and evaluates their relative importance. It also sheds some light on the interrelationship between the "bid-asked" spread of options and that of their underlying securities in order to determine if the...