Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
Year of publication: |
2003-01
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Authors: | Ofek, Eli ; Richardson, Matthew ; Whitelaw, Robert F. |
Institutions: | National Bureau of Economic Research (NBER) |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | AP published as Whitelaw, Robert F., Eli Ofek, and Matthew Richardson. “Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets." Journal of Financial Economics 74, 2 (2004): 305-342. Number 9423 |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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