Illiquidity Premia in the Equity Options Market
Christoffersen, Peter, Goyenko, Ruslan, Jacobs, Kris, Karoui, MehdiVolume:
31
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.1093/rfs/hhx113
Date:
March, 2018
File:
PDF, 816 KB
english, 2018