Dueker, Michael J.; Miller, Thomas W. <br/><br/>
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) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>ECONOMICS