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Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options
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Publications
Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options
Dealer Bid-Ask Quotes and Transaction Prices: An Empirical Study of Some AMEX Options
TH
Thomas S. Y. Ho
Thomas S. Y. Ho
RM
Richard G. Macris
Richard G. Macris
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1 March 1984
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 39
(1)
,
23-45
https://doi.org/10.2307/2327666
Abstract
No abstract available
Keywords
TRANSACTION PRICES
ASK QUOTES
DEALER'S BID
DEALER PRICING
VARIABLE IN THE OBSERVED
Cited
Cited by 11 articles
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