Bid-ask spreads and volatility estimates : The implications for option pricing

B-Tier

Journal: Journal of Banking & Finance

Year: 1989

Volume: 13

Issue: 2

Pages: 207-219

Authors (2)

Choi, J. Y. (not in RePEc) Shastri, Kuldeep

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count