DEALER BID-ASK QUOTES AND TRANSACTION PRICES - AN EMPIRICAL-STUDY OF SOME AMEX OPTIONS

被引:35
作者
HO, TSY [1 ]
MACRIS, RG [1 ]
机构
[1] SMITH BARNEY HARRIS UPHAM & CO INC,NEW YORK,NY
关键词
D O I
10.2307/2327666
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:23 / 45
页数:23
相关论文
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