Liquidity of the CBOE Equity Options
- 1 September 1990
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 45 (4) , 1157-1179
- https://doi.org/10.2307/2328719
Abstract
We examine the CBOE option market depth and bid-ask spreads. Absence of price effects surrounding large option trades suggests excellent market depth. However, bid-ask spreads for the CBOE options an...Keywords
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