Is there price discovery in equity options?
Year of publication: |
2013
|
---|---|
Authors: | Muravyev, Dmitriy ; Pearson, Neil D. ; Paul Broussard, John |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 107.2013, 2, p. 259-283
|
Publisher: |
Elsevier |
Subject: | Price discovery | Equity options | Market microstructure | Put-call parity |
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