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Threshold levels, strike price grid and other market microstructure issues associated with exchange-traded equity options

Maberly, Edwin D., Pierce, Raylene M. and Catania, Patrick 2010, Threshold levels, strike price grid and other market microstructure issues associated with exchange-traded equity options, Journal of futures markets, vol. 30, no. 2, pp. 188-201.

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Title Threshold levels, strike price grid and other market microstructure issues associated with exchange-traded equity options
Author(s) Maberly, Edwin D.
Pierce, Raylene M.
Catania, Patrick
Journal name Journal of futures markets
Volume number 30
Issue number 2
Start page 188
End page 201
Publisher Wiley
Place of publication Malden, Mass.
Publication date 2010-02
ISSN 0270-7314
1096-9934
Keyword(s) Commodity exchanges
Foreign exchange futures
Futures market
Language eng
Field of Research 150205 Investment and Risk Management
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2009, Wiley Periodicals
Persistent URL http://hdl.handle.net/10536/DRO/DU:30023929

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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