PT  - JOURNAL ARTICLE
AU  - Owain ap Gwilym
AU  - Mike Buckle
AU  - Stephen H Thomas
TI  - The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options
AID  - 10.3905/jod.1997.407980
DP  - 1997 May 31
TA  - The Journal of Derivatives
PG  - 20--32
VI  - 4
IP  - 4
4099  - https://pm-research.com/content/4/4/20.short
4100  - https://pm-research.com/content/4/4/20.full