Modeling the impacts of market activity on bid-ask spreads in the option market:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1999
|
| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
7331 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 34, 10 S. graph. Darst. |
Internformat
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| 264 | 1 | |a Cambridge, Mass. |c 1999 | |
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| 490 | 1 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7331 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Hedging (Finance) |x Econometric models | |
| 650 | 4 | |a Liquidity (Economics) |x Econometric models | |
| 650 | 4 | |a Options (Finance) |x Prices |x Econometric models | |
| 700 | 1 | |a Engle, Robert F. |d 1942- |e Verfasser |0 (DE-588)128388528 |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |
| 830 | 0 | |a National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |v 7331 |w (DE-604)BV002801238 |9 7331 | |
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Datensatz im Suchindex
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| author | Cho, Young-Hye Engle, Robert F. 1942- |
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| indexdate | 2024-07-09T18:40:05Z |
| institution | BVB |
| language | English |
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| physical | 34, 10 S. graph. Darst. |
| publishDate | 1999 |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| 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 |