Authors: APGWILYM O CLARE A THOMAS S

Citation: O. Apgwilym et al., EXTREME PRICE CLUSTERING IN THE LONDON EQUITY INDEX FUTURES AND OPTIONS MARKETS, Journal of banking & finance, 22(9), 1998, pp. 1193-1206

Authors: APGWILYM O BUCKLE M

Citation: O. Apgwilym et M. Buckle, AN ANALYSIS OF BID-ASK SPREADS ON AMERICAN-STYLE AND EUROPEAN-STYLE INDEX OPTIONS, Applied economics letters, 3(7), 1996, pp. 445-449