Tick size, microstructure noise, informed trading and volatility inversion effects on price discovery in option markets: Theory and empirical evidence

…, N Khoury, S Perrakis, M Savor - … Noise, Informed Trading …, 2012 - papers.ssrn.com
We document both theoretically and empirically a major dependence in both the Information
Shares (IS) and Component Shares (CS) approaches to the estimation of the price …

Key issues of venture capital investing in foreign markets: the case of Canadian biotechnology companies

MY Bergeron, M Savor, L Kryzanowski - The Journal of Private Equity, 2004 - JSTOR
The article presents the results of in-depth interviews with key biotechnology executives and
emphasizes the issues and challenges American investors face when investing venture …

[BOOK][B] Risk management and its effect on mergers and acquisitions.

M Savor - 2004 - library-archives.canada.ca
This thesis presents a study of the relationship between risk management and mergers &
acquisitions by analyzing the cross-sectional variation of acquirer abnormal returns in the gold …

Competition, interlisting and market structure in options trading

N Khoury, S Perrakis, M Savor - Journal of Banking & Finance, 2011 - Elsevier
This paper applies a game theory approach to examine the effects of a market structure
change in options trading from a monopoly to a Cournot-type oligopoly that occurred in two …

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

…, N Khoury, S Perrakis, M Savor - Four Markets: Canada …, 2010 - papers.ssrn.com
In this paper we examine the relative contributions of US and Canadian markets to price
discovery for Canadian cross-listed options and their cross-listed underlying stocks. We use two …

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

…, N Khoury, S Perrakis, M Savor - Available at SSRN …, 2011 - papers.ssrn.com
We examine the impact of the tick size reduction introduced by the CBOE in 2007 in its second
pilot program on the simultaneous price discovery process in the markets for options and …

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

…, N Khoury, S Perrakis, M Savor - … Finance and Banking …, 2011 - papers.ssrn.com
We document both theoretically and empirically a major dependence in both the Information
Shares (IS) and Component Shares (CS) approaches to the estimation of the price …

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

A Jebli, N Khoury, M Savor - Available at SSRN 1022361, 2007 - papers.ssrn.com
This paper seeks primarily to analyze CEO holdings of stocks and options in their firm as a
determinant of the decision to hedge and the intensity of hedging with option-like securities in …

[PDF][PDF] Key Issues of Venture Capital Investing in Foreign Markets: The Case of Canadian

MY Bergeron, M Savor, L Kryzanowski - researchgate.net
The paper presents the results of in-depth interviews with key biotechnology executives in
both Canadian and US capital markets. A particular emphasis is placed on discussing the …

Modèle prévisionnel de la défaillance financière des PME québécoises emprunteuses

SB Amor, N Khoury, M Savor - Journal of Small Business & …, 2009 - Taylor & Francis
La présente recherche se démarque des études antérieures portant sur le risque de la
défaillance financière en se concentrant sur les PME québécoises en raison de leurs …