Skip to main content

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. (Contact us about this Publication)
Item Type: Conference or workshop item (Paper)
Subjects: H Social Sciences > HG Finance
Divisions: Faculties > Social Sciences > Kent Business School > Accounting and Finance
Depositing User: Nikolaos Voukelatos
Date Deposited: 16 Jun 2014 18:47 UTC
Last Modified: 06 May 2020 03:10 UTC
Resource URI: https://kar.kent.ac.uk/id/eprint/41457 (The current URI for this page, for reference purposes)
Voukelatos, Nikolaos: https://orcid.org/0000-0001-8272-2901
  • Depositors only (login required):