TY  - BOOK
AU  - Cho,Young-Hye
AU  - Engle,Robert F.
TI  - Modeling the impacts of market activity on bid-ask spreads in the option market
AV  - HG6042 C46M
PY  - 1999///
CY  - Cambridge, Mass.
PB  - National Bureau of Economic Research
KW  - STOCK OPTIONS
KW  - PRICES
KW  - UNITED STATES
KW  - HEDGING (FINANCE)
KW  - STOCK EXCHANGES
ER  -