Price clustering in the CAC 40 index options market
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603100600949218
Reference27 articles.
1. Price clustering on the Australian Stock Exchange
2. Market Making with Discrete Prices
3. Decreased price clustering in FTSE100 futures contracts following a transfer from floor to electronic trading
4. Extreme price clustering in the London equity index futures and options markets
5. Price clustering and bid-ask spreads in international bond futures
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