APA (7th ed.) Citation

Chen, C., Chiu, J., & Chung, H. (2020). Arbitrage opportunities, liquidity provision, and trader types in an index option market. The journal of futures markets, 40(3), 279-307. https://doi.org/10.1002/fut.22077

Chicago Style (17th ed.) Citation

Chen, Chin‐Ho, Junmao Chiu, and Huimin Chung. "Arbitrage Opportunities, Liquidity Provision, and Trader Types in an Index Option Market." The Journal of Futures Markets 40, no. 3 (2020): 279-307. https://doi.org/10.1002/fut.22077.

MLA (9th ed.) Citation

Chen, Chin‐Ho, et al. "Arbitrage Opportunities, Liquidity Provision, and Trader Types in an Index Option Market." The Journal of Futures Markets, vol. 40, no. 3, 2020, pp. 279-307, https://doi.org/10.1002/fut.22077.