THE LIQUIDITY EFFECT IN OPTION PRICING: AN EMPIRICAL ANALYSIS
Year of publication: |
2011
|
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Authors: | Feng, Shih-Ping |
Published in: |
The International Journal of Business and Finance Research. - Vol. 5.2011, 2, p. 35-43
|
Subject: | Option Pricing | Liquidity | Stock’s Liquidity | Option’s Liquidity | Strike-Price Biases |
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