Do option markets undo restrictions on short sales? Evidence from the 2008 short-sale ban
Year of publication: |
2012
|
---|---|
Authors: | Grundy, Bruce D. ; Lim, Bryan ; Verwijmeren, Patrick |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 106.2012, 2, p. 331-348
|
Publisher: |
Elsevier |
Subject: | Short-sale restrictions | Option markets | Spread relative to optionality | Put-call parity |
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