Tick Size in Futures-Options Markets
A study reveals that the tick size in the Chicago Mercantile Exchange corn and soybean markets can affect pricing efficiency, with options being as informative as futures.
Featured in No. 66 on 18 Sep 2024 · 19 days after release
- Released
- 30 Aug 2024
- First featured
- No. 66 · 18 Sep 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4959139
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