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

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
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