Liquidity risk and expected option returns
Year of publication: |
2020
|
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Authors: | Choy, Siu Kai ; Wei, Jason |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 111.2020, p. 1-22
|
Subject: | Liquidity risk | liquidity risk premium | Option returns | Liquidität | Liquidity | Risikoprämie | Risk premium | CAPM | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading |
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