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

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  2. Dr Thanos Verousis
Author(s)Verousis T, ap Gwilym O, Voukelatos N
Publication type Article
JournalJournal of Futures Markets
Year2016
Volume36
Issue4
Pages397–417
ISSN (print)0270-7314
ISSN (electronic)1096-9934
Full text is available for this publication:
PublisherJohn Wiley & Sons, Inc.
URLhttp://dx.doi.org/10.1002/fut.21734
DOI10.1002/fut.21734
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