Extreme price clustering in the London equity index futures and options markets
Owain ap Gwilym ; Andrew Clare ; Stephen Thomas
| Year of publication: |
1998
|
|---|---|
| Authors: | Ap Gwilym, Owain |
| Other Persons: | Clare, Andrew D. (contributor) ; Thomas, Stephen D. (contributor) |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 22.1998, 9, p. 1193-1206
|
| Subject: | Index-Futures | Index futures | Optionsgeschäft | Option trading | Geld-Brief-Spanne | Bid-ask spread | Elektronisches Handelssystem | Electronic trading | Großbritannien | United Kingdom | 1992-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001249317