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

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

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Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. / ap Gwilym, O.M.; Verousis, T.
Yn: Journal of Futures Markets, Cyfrol 33, Rhif 1, 01.01.2013, t. 55-76.

Allbwn ymchwil: Cyfraniad at gyfnodolynErthygladolygiad gan gymheiriaid

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ap Gwilym OM, Verousis T. Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Journal of Futures Markets. 2013 Ion 1;33(1):55-76. doi: 10.1002/fut.21547

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ap Gwilym, O.M. ; Verousis, T. / Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Yn: Journal of Futures Markets. 2013 ; Cyfrol 33, Rhif 1. tt. 55-76.

RIS

TY - JOUR

T1 - Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level

AU - ap Gwilym, O.M.

AU - Verousis, T.

PY - 2013/1/1

Y1 - 2013/1/1

U2 - 10.1002/fut.21547

DO - 10.1002/fut.21547

M3 - Article

VL - 33

SP - 55

EP - 76

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 1

ER -