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

Verousis, Thanos, ap Gwilym, Owain, Voukelatos, Nikolaos (2014) The Impact of a Premium Based Tick Size Change on Equity Option Liquidity. In: 2014 FMA European Conference, 11-13 June, 2014, Maastricht. (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:41642)

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.
Official URL: http://www.fma.org/Maastricht/MaastrichtIndex.htm

Item Type:	Conference or workshop item (Paper)
Subjects:	H Social Sciences > HG Finance
Institutional Unit:	Schools > Kent Business School
Former Institutional Unit:	Divisions > Kent Business School - Division > Department of Accounting and Finance
Depositing User:	Nikolaos Voukelatos
Date Deposited:	01 Jul 2014 10:37 UTC
Last Modified:	20 May 2025 11:56 UTC
Resource URI:	https://kar.kent.ac.uk/id/eprint/41642 (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
CReDIT Contributor Roles:

Depositors only (login required):

Total Views

Total unique views of this page since July 2020. For more details click on the image.