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Results 1-1 of 1 (Search time: 0.011 seconds).
Option Market Characteristics and Price Monotonicity Violations
Yang, Heejin; Choi, Hyung-Suk; Ryu, Doojin
Article
Issue Date
2017
Citation
JOURNAL OF FUTURES MARKETS, v.37, no.5, pp.473 - 498
Publisher
WILEY
1
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Choi, Hyung-Suk
1
YANG, HEEJIN
1
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ASYMMETRIC VOLATILITY
1
FUTURES
1
INDEX
1
INFORMATION-CONTENT
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LEADING EMERGING MARKET
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ORDER-SPLITTING STRATEGY
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Journal of Futures Markets
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