Publications
Preprint · SSRN Electronic Journal · January 1, 2012
Tick Size, Microstructure Noise, Informed Trading and Volatility Inversion Effects on Price Discovery in Option Markets: Theory and Empirical Evidence
Michal Czerwonko, Nabil T. Khoury, Stylianos Perrakis, Marko Savor
Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility Modelingprice discoveryoptions markettick size
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