Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

Allbwn ymchwil: Cyfraniad at gyfnodolyn › Erthygl › adolygiad gan gymheiriaid

Iaith wreiddiol	Saesneg
Tudalennau (o-i)	55-76
Cyfnodolyn	Journal of Futures Markets
Cyfrol	33
Rhif cyhoeddi	1
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1002/fut.21547
Statws	Cyhoeddwyd - 1 Ion 2013

Mynediad at Ddogfen

@article{7ac3d889191d4c5dbc50538ce58488f1,

title = "Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level",

author = "\{ap Gwilym\}, O.M. and T. Verousis",

year = "2013",

month = jan,

day = "1",

doi = "10.1002/fut.21547",

language = "English",

volume = "33",

pages = "55--76",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "1",

}