Information trading, volatility, and liquidity in option markets
By: Joseph A. Cherian, Anne Fremault Vila.
Contributors: Vila Wetherilt, Anne, 1963-; Institute of Chartered Financial Analysts. Research Foundation.
Publisher: Research Foundation of the Institute of Chartered Financial Analysts
Published: 1997
Place of publication: Charlottesville, Va
Language: eng
Number of pages: 27
Subjects: Options (Finance) -- Prices -- Econometric models.
Notes: Includes bibliographical references (p. 25-26).