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

Modeling the impacts of market activity on bi ...
Young-Hye Cho, Young-Hye Cho
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Last edited by WorkBot
January 29, 2010 | History

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

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Publish Date
Language
English
Pages
34

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Book Details


Edition Notes

"September 1999."

JEL no. G14.

Includes bibliographical references (p. 31-34).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER World Wide Web site.

Published in
Cambridge, MA
Series
NBER working paper series -- working paper 7331, Working paper series (National Bureau of Economic Research) -- working paper no. 7331.
Other Titles
Impacts of market activity on bid-ask spreads in the option market

Classifications

Library of Congress
HB1 .W654 no. 7331

The Physical Object

Pagination
34, 10 p. :
Number of pages
34

ID Numbers

Open Library
OL22394159M

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January 29, 2010 Edited by WorkBot add more information to works
December 11, 2009 Created by WorkBot add works page