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Bid-ask Spreads and Trading Activity in American Equity Options Markets
Language: en
Pages: 32
Authors: Lars Nordén
Categories:
Type: BOOK - Published: 2002 - Publisher:

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Report of the Special Study of the Options Markets to the Securities and Exchange Commission
Language: en
Pages: 1104
Authors: United States. Securities and Exchange Commission. Special Study of the Options Markets
Categories: Options (Finance)
Type: BOOK - Published: 1979 - Publisher:

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Modeling the Impacts of Market Activity on Bid-ask Spreads in the Option Market
Language: en
Pages: 56
Authors: Young-Hye Cho
Categories: Hedging (Finance)
Type: BOOK - Published: 1999 - Publisher:

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In this paper, we examine the impact of market activity on the percentage bid-ask spreads of S & P 100 index options using transactions data. We propose a new m
Stock Market Structure, Volatility, and Volume
Language: en
Pages: 88
Authors: Hans R. Stoll
Categories: Business & Economics
Type: BOOK - Published: 1990 - Publisher:

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Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market
Language: en
Pages: 46
Authors: Young-Hye Cho
Categories:
Type: BOOK - Published: 2010 - Publisher:

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In this paper, we examine the impact of market activity on the percentage bid-ask spreads of Samp;P 100 index options using transactions data. We propose a new