Browse by Person (creator, editor, contributor, etc.)
Up a level |
Jump to: Article | Conference or workshop item
Number of items: 5.
Article
Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2016) Commonality in equity options liquidity: Evidence from NYSE LIFFE. European Journal of Finance, 22 (12). ISSN 1351-847X. E-ISSN 1466-4364. (doi:https://doi.org/10.1080/1351847X.2016.1188836) (Access to this publication is currently restricted. You may be able to access a copy if URLs are provided) |
Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2015) The Impact of a Premium Based Tick Size on Equity Option Liquidity. Journal of Futures Markets, 36 (4). pp. 397-417. ISSN 0270-7314. E-ISSN 1096-9934. (doi:https://doi.org/10.1002/fut.21734) (Full text available) |
Conference or workshop item
Verousis, Thanos and ap Gwilym, Owain and 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) |
Verousis, Thanos and ap Gwilym, Owain and 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) |
Verousis, Thanos and ap Gwilym, Owain and Voukelatos, Nikolaos (2014) Equity option liquidity after the introduction of the Premium Based Tick Size on NYSE LIFFE Amsterdam. In: 7th Financial Risks International Forum – Big Data in Finance and Insurance, March 2014, Paris. (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) |