Journal of Financial and Quantitative Analysis Vol. 30 No. 3 1995

The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options

Kalok Chan¹; Y. Peter Chung²; Herb Johnson²

¹ Arizona State University · ² University of California, Riverside

Abstract

Kalok Chan, Y. Peter Chung, Herb Johnson, The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options, The Journal of Financial and Quantitative Analysis, Vol. 30, No. 3 (Sep., 1995), pp. 329-346

DOI

10.2307/2331344

Volume

30

Issue

3

Pages

329

Sources

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