I thank Bonnie Van Ness (the editor), two anonymous referees, Tom George, Jung Hwang, Risa Kumazawa, Guowei Zhang, Hao Zhang, and participants at the 2011 Financial Management Association meetings for helpful comments and suggestions. Any errors are my own.
Price Discovery in Near- and Away-from-the-Money Option Markets
Article first published online: 19 MAR 2013
© 2013, The Eastern Finance Association
Volume 48, Issue 1, pages 25–48, February 2013
How to Cite
Rourke, T. (2013), Price Discovery in Near- and Away-from-the-Money Option Markets. Financial Review, 48: 25–48. doi: 10.1111/j.1540-6288.2012.00352.x
- Issue published online: 21 JAN 2013
- Article first published online: 19 MAR 2013
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