✦ LIBER ✦

Limited arbitrage and short sales restrictions: evidence from the options markets

✍ Scribed by Eli Ofek; Matthew Richardson; Robert F. Whitelaw

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Do option markets undo restrictions on s

✍ Bruce D. Grundy; Bryan Lim; Patrick Verwijmeren 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 825 KB

Limits to arbitrage and hedging: Evidenc

✍ Acharya, Viral V.; Lochstoer, Lars A.; Ramadorai, Tarun 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 754 KB

The Growth and Limits of Arbitrage: Evid

✍ Hanson, Samuel G.; Sunderam, Adi 📂 Article 📅 2013 🏛 Oxford University Press 🌐 English ⚖ 756 KB

Short-sales constraints and market quali

✍ Alex Frino; Steven Lecce; Andrew Lepone 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 621 KB

Short sales restrictions and the securit

✍ J.A. Schnabel 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 537 KB

Limits of Arbitrage: Theory and Evidence

✍ XAVIER GABAIX; ARVIND KRISHNAMURTHY; OLIVIER VIGNERON 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 258 KB