Bid-Ask Spreads and Trading Activity in the S&P 100...

Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market

Thomas J. George and Francis A. Longstaff
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Volume:
28
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331420
Date:
September, 1993
File:
PDF, 2.10 MB
english, 1993
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