Illiquidity and higher cumulants
Sergei Glebkin, Semyon Malamud, Alberto Teguia
| Year of publication: |
2023
|
|---|---|
| Authors: | Glebkin, Sergei ; Malamud, Semyon ; Teguia, Alberto |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 36.2023, 5, p. 2131-2173
|
| Subject: | Aktienoption | Stock option | Liquidität | Liquidity | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion | Geld-Brief-Spanne | Bid-ask spread | Gewinn | Profit | Ankündigungseffekt | Announcement effect | Theorie | Theory | USA | United States | 2007-2021 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhac069 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014320614