Put-call parity violations and return predictability : evidence from the 2008 short sale ban
Year of publication: |
2019
|
---|---|
Authors: | Nishiotis, George P. ; Rompolis, Leonidas S. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 106.2019, p. 276-297
|
Subject: | Information flow | Limits to arbitrage | Market efficiency | Put-call parity | Return predictability | Short sale ban | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Arbitrage | Börsenkurs | Share price | Schätzung | Estimation | Leerverkauf | Short selling |
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