• Title of article

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

  • Author/Authors

    Owain ap Gwilym، نويسنده , , Andrew Clare، نويسنده , , Stephen Thomas، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    14
  • From page
    1193
  • To page
    1206
  • Keywords
    Tick size , Bid-ask spreads , Intraday data , Clustering , Nasdaq
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    1998
  • Journal title
    Journal of Banking and Finance
  • Record number

    193054

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193054