Stock illiquidity and option returns
Year of publication: |
2018
|
---|---|
Authors: | Kanne, Stefan |
Published in: |
Hedging frictions and option values. - Karlsruhe. - 2018, p. 34-69
|
Subject: | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory |
-
Stoll, Hans R., (1999)
-
Effect of return and volatility calculation on option pricing : an analysis using BANKNIFTY
Ahmad, Akhlaque, (2015)
-
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S., (2015)
- More ...
-
To buy or not to buy? The value of contradictory analyst signals
Kanne, Stefan, (2012)
-
Stock Illiquidity, option prices, and option returns
Kanne, Stefan, (2016)
-
To buy or not to buy? The value of contradictory analyst signals
Klobucnik, Jan, (2012)
- More ...