The Impact of a Premium Based Tick Size on Equity Option Liquidity
Verousis, Thanos; Ap Gwilym, Owain; Voukelatos, Nikolaos
- 期刊名称SSRN Electronic Journal
- 作者Verousis, Thanos; Ap Gwilym, Owain; Voukelatos, Nikolaos
- 电子ISSN1556-5068
- 文件大小428.22KB
- 发表时间2014
- DOI10.2139/ssrn.2499132