scholarly journals Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market

10.3386/w7331 ◽  
1999 ◽  
Author(s):  
Young-Hye Cho ◽  
Robert Engle
Keyword(s):  
Market Activity ◽  
Bid Ask Spreads ◽  
Option Market

scholarly journals Price impact versus bid–ask spreads in the index option market

2021 ◽  
pp. 100675
Author(s):  
Andreas Kaeck ◽  
Vincent van Kervel ◽  
Norman J. Seeger
Keyword(s):  
Price Impact ◽  
Index Option ◽  
Bid Ask Spreads ◽  
Option Market

Option Market Activity

2006 ◽  
Vol 20 (3) ◽  
pp. 813-857 ◽  
Author(s):  
Josef Lakonishok ◽  
Inmoo Lee ◽  
Neil D. Pearson ◽  
Allen M. Poteshman
Keyword(s):  
Market Activity ◽  
Option Market
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