Young-Hye Cho, Ph.D.

Affiliations: 
2000 University of California, San Diego, La Jolla, CA 
Area:
Finance
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"Young-Hye Cho"

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Robert Fry Engle grad student 2000 UCSD
 (Time -varying betas and market microstructures in option markets.)
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Publications

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Cho Y, Engle RF. (1999) Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market National Bureau of Economic Research
Cho Y, Engle RF. (1999) Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks National Bureau of Economic Research
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