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

  1. Owain ap Gwilym1,
  2. Thanos Verousis2,*

Article first published online: 7 FEB 2012

DOI: 10.1002/fut.21547

Issue

Journal of Futures Markets

Journal of Futures Markets

Volume 33, Issue 1, pages 55–76, January 2013

Additional Information

How to Cite

Gwilym, O. a. and Verousis, T. (2013), Price Clustering in Individual Equity Options: Moneyness, Maturity, and Price Level. J. Fut. Mark., 33: 55–76. doi: 10.1002/fut.21547

Author Information

  1. 1

    Owain ap Gwilym is a Professor of Finance at the Bangor Business School, Bangor University, Bangor, United Kingdom

  2. 2

    Thanos Verousis is a Lecturer of Finance at the Bangor Business School, Bangor University, Bangor, United Kingdom

*Correspondence author, Bangor Business School, Bangor University, Bangor, LL57 2DG, UK. Tel: +44 (0) 1248 38 8393, Fax: +44 (0) 1248 383228, e-mail: t.verousis@bangor.ac.uk

Publication History

  1. Issue published online: 23 OCT 2012
  2. Article first published online: 7 FEB 2012
  3. Manuscript Accepted: 17 NOV 2011
  4. Manuscript Received: 10 MAY 2010

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