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An American call is worth more than a European call : the value of American exercise when the market is not perfectly liquid
Figlewski, Stephen - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 1023-1057
Persistent link: https://www.econbiz.de/10013187327
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The informational effects of restrictions on short sales : some empirical evidence
Figlewski, Stephen - In: Journal of financial and quantitative analysis : JFQA 16 (1981) 4, pp. 463-476
Persistent link: https://www.econbiz.de/10002146824