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Why Option Prices Lag Stock Prices: A Trading-based Explanation
Chan, Kalok, (1993)
The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options
Chan, Kalok, (1995)
ARTICLES - Depositary Receipts, Country Funds, and the Peso Crash: The Intraday Evidence
Bailey, Warren, (2000)