Stock illiquidity and option returns
Year of publication: |
2023
|
---|---|
Authors: | Kanne, Stefan ; Korn, Olaf ; Uhrig-Homburg, Marliese |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 63.2023, p. 1-19
|
Subject: | Equity options | Hedging costs | Illiquidity | Option returns | Hedging | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Aktienoption | Stock option | Optionsgeschäft | Option trading |
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