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The impact of a Premium Based Tick Size on equity options liquidity

Lookup NU author(s): Dr Thanos Verousis

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Publication metadata

Author(s): Verousis T, ap Gwilym O, Voukelatos N

Publication type: Article

Publication status: Published

Journal: Journal of Futures Markets

Year: 2016

Volume: 36

Issue: 4

Pages: 397–417

Print publication date: 01/04/2016

Online publication date: 13/08/2015

Acceptance date: 21/06/2015

Date deposited: 15/09/2016

ISSN (print): 0270-7314

ISSN (electronic): 1096-9934

Publisher: John Wiley & Sons, Inc.

URL: http://dx.doi.org/10.1002/fut.21734

DOI: 10.1002/fut.21734

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