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Limited arbitrage and short sales restrictions : evidence from the options markets
Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. - In: Journal of financial economics 74 (2004) 2, pp. 305-342
Persistent link: https://www.econbiz.de/10002399257
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Limited arbitrage and short sales restrictions : evidence from the options markets
Ofek, Eli; Richardson, Matthew; Whitelaw, Robert F. - 2002
Persistent link: https://www.econbiz.de/10001731357
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Limited Arbitrage and Short Sales Restrictions : Evidence from the Options Markets
Ofek, Eli - 2003
In this paper, we investigate empirically the well-known put-call parity no-arbitrage relation in the presence of short sale restrictions. We use a new and comprehensive sample of options on individual stocks in combination with a measure of the cost and difficulty of short selling, specifically...
Persistent link: https://www.econbiz.de/10012469280
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Limited Arbitrage and Short Sales Restrictions : Evidence from the Options Markets
Ofek, Eli - 2009
In this paper, we investigate empirically the well-known put-call parity no-arbitrage relation in the presence of short sale restrictions. We use a new and comprehensive sample of options on individual stocks in combination with a measure of the cost and difficulty of short selling, specifically...
Persistent link: https://www.econbiz.de/10012767791
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Investor valuation of the abandonment option
Berger, Philip G. - In: Journal of financial economics 42 (1996) 2, pp. 257-287
Persistent link: https://www.econbiz.de/10001207475
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Leverage, investment, and firm growth
Lang, Larry H. P. - In: Journal of financial economics 40 (1996) 1, pp. 3-29
Persistent link: https://www.econbiz.de/10001192324
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Investor valuation of the abandonment option
Berger, Philip G.; Ofek, Eli; Swary, Itzhak - In: Real options and investment under uncertainty : …, (pp. 823-854). 2004
Persistent link: https://www.econbiz.de/10002363809
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Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob; Richardson, Matthew; Stanton, Richard; … - 1995
Persistent link: https://www.econbiz.de/10001442054
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Hedging the interest rate risk of Bradys : the case of Argentinian fixed and floating-rate bonds
Ahn, Dong-Hyun; Boudoukh, Jacob; Richardson, Matthew; … - In: Emerging market capital flows : proceedings of a …, (pp. 307-317). 1998
Persistent link: https://www.econbiz.de/10001395758
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Drawing inferences from statistics based on multi-year asset returns
Richardson, Matthew; Stock, James H. - 1990
Persistent link: https://www.econbiz.de/10000806961