Market microstructure effects of the direct measurement of the early exercise premium in S&P 500 index options

Dueker, Michael J.; Miller, Thomas W.

Market microstructure effects of the direct measurement of the early exercise premium in S&P 500 index options - Federal Reserve Bank of St. Louis 1996 - 39 p. See FRBSL 332.11 PAK (Includes Acc. Nos. 37043, 37044 & 37045)


ECONOMICS

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