Ex-dividend arbitrage in option markets
Jia Hao; Avner Kalay; Stewart Mayhew
| Year of publication: |
2010
|
|---|---|
| Authors: | Hao, Jia ; Kalay, Avner ; Mayhew, Stewart |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 23.2010, 1, p. 271-303
|
| Subject: | Aktienoption | Stock option | Dividende | Dividend | Arbitrage | Handelsvolumen der Börse | Trading volume | USA | United States | 1996-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003941643