Illiquidity Premia in the Equity Options Market
Year of publication: |
2011-04-19
|
---|---|
Authors: | Christoffersen, Peter ; Goyenko, Ruslan ; Jacobs, Kris ; Karoui, Mehdi |
Institutions: | School of Economics and Management, University of Aarhus |
Subject: | illiquidity | equity options | cross-section | option returns | option smile |
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