Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market
研究标普100指数期权市场的买卖价差与交易活动之间的关系，利用市场数据揭示价差如何影响交易行为，对理解期权市场流动性有参考价值。
Thomas J. George, Francis A. Longstaff, Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market, The Journal of Financial and Quantitative Analysis, Vol. 28, No. 3 (Sep., 1993), pp. 381-397