Patrick Catania

Chicago Board of Trade Education Research Foundation

President Emeritus

141 West Jackson Blvd.

Chicago, IL 60604-2994

United States

SCHOLARLY PAPERS

2

DOWNLOADS

297

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

The Official Closing Versus Last Trade Price for Nasdaq Stocks: Implications for Empirical Research and Automatic Equity Option Exercise

Number of pages: 16 Posted: 27 Jul 2005
Patrick Catania and Edwin D. Maberly
Chicago Board of Trade Education Research Foundation and Monash University
Downloads 297 (142,533)

Abstract:

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Price Discrepancies, Official Closing Price, Last Trade Price, Nasdaq Stocks, Inefficient Option Exercise Decisions, Institutional Details

2.

Threshold Levels, Strike Price Grid and Other Market Microstructure Issues Associated with Exchange Traded Equity Options: A Note

The Journal of Futures Markets, Forthcoming
Posted: 27 Feb 2009
Edwin D. Maberly, Raylene M. Pierce and Patrick Catania
Monash University, Deakin University and Chicago Board of Trade Education Research Foundation

Abstract:

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Equity Options, Threshold Levels, Strike Price Grid, Official Settlement Price, Option Databases