Price discovery in the U.S. stock and stock options markets: A portfolio approach
Year of publication: |
2006
|
---|---|
Authors: | Holowczak, Richard ; Simaan, Yusif ; Wu, Liuren |
Published in: |
Review of Derivatives Research. - Springer. - Vol. 9.2006, 1, p. 37-65
|
Publisher: |
Springer |
Subject: | Price discovery | Options | Stocks | Put-call parity | Automated quoting | Options trade |
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