Publications
Preprint · SSRN Electronic Journal · January 1, 2010
One Security, Four Markets: Canada-US Cross-Listed Options and Underlying Equities
Michal Czerwonko, Nabil T. Khoury, Stylianos Perrakis, Marko Savor
Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingStochastic processes and financial applicationsprice discoveryinformation sharingcross-listed stocks
More by Michal Czerwonko
- Market Structure, Trading Frictions, and the Profitability of Market Making in Index OptionsSSRN Electronic Journal · 2025
- Mispricing of Index Options with Respect to Stochastic Dominance Bounds? A ReplyCritical Finance Review · 2021 · Citations: 1
- Tail Risk, Almost Stochastic Dominance and Index Option AnomaliesSSRN Electronic Journal · 2021
- Mispriced index option portfoliosFinancial Management · 2019 · Citations: 25