Marko Savor

University of Quebec in Montreal

assitant professor

Case postale 8888

Succursale Centre-ville

Montreal, Quebec H3C 3P8

Canada

http://www.uqam.ca

SCHOLARLY PAPERS

8

DOWNLOADS

635

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

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 163 (187,966)

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Corporate Governance, Risk Management, Option

2.

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 135 (219,719)
Citation 4

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

3.

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 88 (296,800)

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market microstructure, options, price improvement process

4.

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 72 (334,255)

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contingent claims, market microstructure, price discovery

5.

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 65 (353,131)

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contingent claim, market microstructure, price discovery

6.

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 60 (367,841)

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Price discovery, Market microstructure, Option inversion, Stochastic volatility

7.

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 50 (400,227)

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contingent claims, market microstructure, interlisting, price discovery

8.

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 (658,830)
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