Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level
Research output: Contribution to journal › Article › peer-review
Standard Standard
Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. / ap Gwilym, O.M.; Verousis, T.
In: Journal of Futures Markets, Vol. 33, No. 1, 01.01.2013, p. 55-76.
In: Journal of Futures Markets, Vol. 33, No. 1, 01.01.2013, p. 55-76.
Research output: Contribution to journal › Article › peer-review
HarvardHarvard
ap Gwilym, OM & Verousis, T 2013, 'Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level', Journal of Futures Markets, vol. 33, no. 1, pp. 55-76. https://doi.org/10.1002/fut.21547
APA
ap Gwilym, O. M., & Verousis, T. (2013). Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Journal of Futures Markets, 33(1), 55-76. https://doi.org/10.1002/fut.21547
CBE
ap Gwilym OM, Verousis T. 2013. Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Journal of Futures Markets. 33(1):55-76. https://doi.org/10.1002/fut.21547
MLA
ap Gwilym, O.M. and T. Verousis. "Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level". Journal of Futures Markets. 2013, 33(1). 55-76. https://doi.org/10.1002/fut.21547
VancouverVancouver
ap Gwilym OM, Verousis T. Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. Journal of Futures Markets. 2013 Jan 1;33(1):55-76. doi: 10.1002/fut.21547
Author
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 -