Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level
Author:
Affiliation:
1. Owain ap Gwilym is a Professor of Finance at the Bangor Business School, Bangor University, Bangor, United Kingdom
2. Thanos Verousis is a Lecturer of Finance at the Bangor Business School, Bangor University, Bangor, United Kingdom
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
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4. Price clustering and bid-ask spreads in international bond futures;ap Gwilym;Journal of International Financial Markets, Institutions and Money,1998b
5. The degree of price resolution-the case of the gold market;Ball;Journal of Futures Markets,1985
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