RT Journal Article SR Electronic T1 The Intraday Behavior of Bid-Ask Spreads, Returns, and Volatility for FTSE-100 Stock Index Options JF The Journal of Derivatives FD Institutional Investor Journals SP 20 OP 32 DO 10.3905/jod.1997.407980 VO 4 IS 4 A1 Owain ap Gwilym A1 Mike Buckle A1 Stephen H Thomas YR 1997 UL https://pm-research.com/content/4/4/20.abstract AB