Young-Hye Cho, Ph.D.
Affiliations: | 2000 | University of California, San Diego, La Jolla, CA |
Area:
FinanceGoogle:
"Young-Hye Cho"Parents
Sign in to add mentorRobert 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 |