scholarly journals Price Discovery in Stock and Option Markets: A Portfolio Approach

2009 ◽  
Author(s):  
Jung Hwang ◽  
Raul Susmel
Keyword(s):  
Price Discovery ◽  
Option Markets ◽  
Portfolio Approach

Price discovery in the U.S. stock and stock options markets: A portfolio approach

2007 ◽  
Vol 9 (1) ◽  
pp. 37-65 ◽  
Author(s):  
Richard Holowczak ◽  
Yusif E. Simaan ◽  
Liuren Wu
Keyword(s):  
Stock Options ◽  
Price Discovery ◽  
Options Markets ◽  
Portfolio Approach ◽  
The U.S

scholarly journals Tick Size Reduction and Price Discovery in Option Markets: An Empirical Investigation

2011 ◽  
Author(s):  
Michal Czerwonko ◽  
Nabil Khoury ◽  
Stylianos Perrakis ◽  
Marko Savor
Keyword(s):  
Empirical Investigation ◽  
Price Discovery ◽  
Size Reduction ◽  
Tick Size ◽  
Option Markets
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