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:	Divisions > Kent Business School - Division > Kent Business School (do not use)
Depositing User:	Nikolaos Voukelatos
Date Deposited:	16 Jun 2014 18:47 UTC
Last Modified:	16 Feb 2021 12:54 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

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