The importance of stock liquidity on option pricing
Shih-Ping Feng, Mao-Wei Hung, Yaw-Huei Wang
| Year of publication: |
May 2016
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|---|---|
| Authors: | Feng, Shih-Ping ; Hung, Mao-Wei ; Wang, Yaw-Huei |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 43.2016, p. 457-467
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| Subject: | Stock liquidity | Liquidity measures | Option pricing | Liquidität | Liquidity | Optionspreistheorie | Option pricing theory | Marktliquidität | Market liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.01.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011625856