Illiquidity premia in the equity options market
Year of publication: |
March 2018
|
---|---|
Authors: | Christoffersen, Peter F. ; Goyenko, Ruslan ; Jacobs, Kris ; Karoui, Mehdi |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 3, p. 811-851
|
Subject: | Aktienoption | Stock option | Liquidität | Liquidity | Risikoprämie | Risk premium | USA | United States | 2004-2012 |
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