Extreme price clustering in the London equity index futures and options markets-Reference-Cited by-同舟云学术

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Extreme price clustering in the London equity index futures and options markets

Published:1998-09 Issue:9 Volume:22 Page:1193-1206
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

ap Gwilym Owain,Clare Andrew,Thomas Stephen

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. The degree of price resolution: The case of the gold market;Ball;Journal of Futures Markets,1985

2. On the existence of an optimal tick size;Brown;Review of Futures Markets,1991

3. Why do NASDAQ market makers avoid odd-eighth quotes?;Christie;Journal of Finance,1994

4. Why did NASDAQ market makers stop avoiding odd-eighth quotes?;Christie;Journal of Finance,1994

5. Intraday patterns in the S&P500 index futures market;Ekman;Journal of Futures Markets,1992

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