Nabil Khoury

University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)

Professor Emeritus, Desjardins Chair in the Management of Derivative Products

Case postale 8888

Succursale Centre-ville

Montreal, Quebec H3C 3P8

Canada

SCHOLARLY PAPERS

9

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in Total Papers Downloads

969

CITATIONS

4

Scholarly Papers (9)

1.

The Impact of Ethical Rating on Canadian Security Performance: Portfolio Management and Corporate Governance Implications

Number of pages: 29 Posted: 24 Sep 2007
Klaus P. Fischer and Nabil Khoury
affiliation not provided to SSRN and University of Quebec at Montreal (UQAM) - Faculty of Management (ESG)
Downloads 342 (86,196)
Citation 2

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Ethical investing, Ethical rating, Ethical portfolio management

2.

CEO Stock and Option Holdings as a Determinant of Option Hedging by Gold Mining Firms

Number of pages: 26 Posted: 17 Oct 2007
Ali Jebli, Nabil Khoury and Marko Savor
UQAM, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG) and University of Quebec in Montreal
Downloads 162 (180,939)

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Corporate Governance, Risk Management, Option

3.

Tick Size, Microstructure Noise, Informed Trading and Volatility Inversion Effects on Price Discovery in Option Markets: Theory and Empirical Evidence

Number of pages: 57 Posted: 18 Mar 2012
McGill University, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), Concordia University, Quebec - John Molson School of Business and University of Quebec in Montreal
Downloads 134 (211,499)
Citation 2

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contingent claims, market microstructure, volatility inversion, price discovery, tick size

4.

Price Improvement and Order Execution Quality on the Boston Options Exchange

Number of pages: 40 Posted: 21 Nov 2006 Last Revised: 27 Oct 2010
Nabil Khoury, Stylianos Perrakis and Marko Savor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), Concordia University, Quebec - John Molson School of Business and University of Quebec in Montreal
Downloads 87 (286,373)

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market microstructure, options, price improvement process

5.

Tick Size, Microstructure Noise and Volatility Inversion Effects on Price Discovery in Option Markets: Theory and Empirical Evidence

Number of pages: 44 Posted: 22 Aug 2011
McGill University, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), Concordia University, Quebec - John Molson School of Business and University of Quebec in Montreal
Downloads 71 (322,720)

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contingent claims, market microstructure, price discovery

6.

Tick Size Reduction and Price Discovery in Option Markets: An Empirical Investigation

Number of pages: 38 Posted: 28 Feb 2011
McGill University, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), Concordia University, Quebec - John Molson School of Business and University of Quebec in Montreal
Downloads 64 (341,077)

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contingent claim, market microstructure, price discovery

7.

Tick Size, Microstructure Noise and Volatility Inversion Effects on Price Discovery in Option Markets: Theory and Empirical Evidence

24th Australasian Finance and Banking Conference 2011 Paper
Number of pages: 73 Posted: 22 Aug 2011 Last Revised: 27 May 2012
Concordia University, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), Concordia University, Quebec - John Molson School of Business and University of Quebec in Montreal
Downloads 59 (355,158)

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Price discovery, Market microstructure, Option inversion, Stochastic volatility

8.

One Security, Four Markets: Canada-US Cross-Listed Options and Underlying Equities

Number of pages: 39 Posted: 30 Nov 2010
McGill University, University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), Concordia University, Quebec - John Molson School of Business and University of Quebec in Montreal
Downloads 48 (390,331)

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contingent claims, market microstructure, interlisting, price discovery

9.

PIP Transactions, Price Improvement, Informed Trades and Order Execution Quality

European Financial Management, Vol. 16, Issue 2, pp. 211-228, March 2010
Number of pages: 18 Posted: 01 Mar 2010
Nabil Khoury, Stylianos Perrakis and Marko Savor
University of Quebec at Montreal (UQAM) - Faculty of Management (ESG), Concordia University, Quebec - John Molson School of Business and University of Quebec in Montreal
Downloads 2 (630,944)
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