Publications
Preprint · SSRN Electronic Journal · January 1, 2011
Tick Size Reduction and Price Discovery in Option Markets: An Empirical Investigation
Michal Czerwonko, Nabil Khoury, Stylianos Perrakis, Marko Savor
Financial Markets and Investment StrategiesStochastic processes and financial applicationsFinancial Risk and Volatility Modelingtick size reductionprice discoveryoptions market
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