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Price Clustering in Individual Equity Options: Moneyness, Maturity and Price Level

Lookup NU author(s): Dr Thanos Verousis

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Author(s): ap Gwilym O, Verousis T

Publication type: Article

Publication status: Published

Journal: Journal of Futures Markets

Year: 2013

Volume: 33

Issue: 1

Pages: 55-76

Print publication date: 01/01/2013

Online publication date: 07/02/2012

ISSN (print): 0270-7314

ISSN (electronic): 1096-9934

Publisher: John Wiley & Sons, Inc.

URL: http://dx.doi.org/10.1002/fut.21547

DOI: 10.1002/fut.21547

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