Put-call parity violations and return predictability : evidence from the 2008 short sale ban
George P. Nishiotis, Leonidas S. Rompolis
| Year of publication: |
2019
|
|---|---|
| Authors: | Nishiotis, George P. ; Rompolis, Leonidas S. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 106.2019, p. 276-297
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| Subject: | Information flow | Limits to arbitrage | Market efficiency | Put-call parity | Return predictability | Short sale ban | Leerverkauf | Short selling | Effizienzmarkthypothese | Efficient market hypothesis | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | Arbitrage | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2019.07.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012224284