Modeling the impacts of market activity on bid-ask spreads in the option market:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1999
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7331 |
| Subjects: | |
| Links: | http://papers.nber.org/papers/w7331.pdf |
| Physical Description: | 34, 10 S. graph. Darst. |
Staff View
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| spelling | Cho, Young-Hye Verfasser aut Modeling the impacts of market activity on bid-ask spreads in the option market Young-Hye Cho ; Robert F. Engle Cambridge, Mass. 1999 34, 10 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7331 Ökonometrisches Modell Hedging (Finance) Econometric models Liquidity (Economics) Econometric models Options (Finance) Prices Econometric models Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 7331 (DE-604)BV002801238 7331 http://papers.nber.org/papers/w7331.pdf kostenfrei Volltext |
| spellingShingle | Cho, Young-Hye Engle, Robert F. 1942- Modeling the impacts of market activity on bid-ask spreads in the option market National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Hedging (Finance) Econometric models Liquidity (Economics) Econometric models Options (Finance) Prices Econometric models |
| title | Modeling the impacts of market activity on bid-ask spreads in the option market |
| title_auth | Modeling the impacts of market activity on bid-ask spreads in the option market |
| title_exact_search | Modeling the impacts of market activity on bid-ask spreads in the option market |
| title_full | Modeling the impacts of market activity on bid-ask spreads in the option market Young-Hye Cho ; Robert F. Engle |
| title_fullStr | Modeling the impacts of market activity on bid-ask spreads in the option market Young-Hye Cho ; Robert F. Engle |
| title_full_unstemmed | Modeling the impacts of market activity on bid-ask spreads in the option market Young-Hye Cho ; Robert F. Engle |
| title_short | Modeling the impacts of market activity on bid-ask spreads in the option market |
| title_sort | modeling the impacts of market activity on bid ask spreads in the option market |
| topic | Ökonometrisches Modell Hedging (Finance) Econometric models Liquidity (Economics) Econometric models Options (Finance) Prices Econometric models |
| topic_facet | Ökonometrisches Modell Hedging (Finance) Econometric models Liquidity (Economics) Econometric models Options (Finance) Prices Econometric models |
| url | http://papers.nber.org/papers/w7331.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT choyounghye modelingtheimpactsofmarketactivityonbidaskspreadsintheoptionmarket AT englerobertf modelingtheimpactsofmarketactivityonbidaskspreadsintheoptionmarket |