Illiquidity Premia in the Equity Options Market

Illiquidity Premia in the Equity Options Market

Christoffersen, Peter, Goyenko, Ruslan, Jacobs, Kris, Karoui, Mehdi
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Volume:
31
Language:
english
Journal:
The Review of Financial Studies
DOI:
10.1093/rfs/hhx113
Date:
March, 2018
File:
PDF, 816 KB
english, 2018
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