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The Impact of a Premium Based Tick Size on Equity Option Liquidity

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2014) The Impact of a Premium Based Tick Size on Equity Option Liquidity. In: 31st Spring International Conference of the French Finance Association, May 2014, Aix-en-Provence. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:41457)

The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided.
Item Type: Conference or workshop item (Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Divisions > Kent Business School - Division > Department of Accounting and Finance
Depositing User: Nikolaos Voukelatos
Date Deposited: 16 Jun 2014 18:47 UTC
Last Modified: 17 Aug 2022 10:57 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/41457 (The current URI for this page, for reference purposes)

University of Kent Author Information

Voukelatos, Nikolaos.

Creator's ORCID: https://orcid.org/0000-0001-8272-2901
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