The Option of Liquidity

被引：0
|
作者：
Beck, Stacie E. [1 ]
机构：
[1] Univ Delaware, Dept Econ, Newark, DE 19716 USA
来源：
JOURNAL OF FINANCE | 1997年 / 52卷 / 03期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：1208 / 1208
页数：1
相关论文
共 50 条
  • [1] OPTION HAPPINESS AND LIQUIDITY: IS THE DYNAMICS OF THE VOLATILITY SMIRK AFFECTED BY RELATIVE OPTION LIQUIDITY?
    Norden, Lars
    Xu, Caihong
    [J]. JOURNAL OF FUTURES MARKETS, 2012, 32 (01) : 47 - 74
  • [2] THE IMPACT OF LIQUIDITY ON OPTION PRICES
    Chou, Robin K.
    Chung, San-Lin
    Hsiao, Yu-Jen
    Wang, Yaw-Huei
    [J]. JOURNAL OF FUTURES MARKETS, 2011, 31 (12) : 1116 - 1141
  • [3] Jump OpVaR on option liquidity
    Bahiraie, Alireza
    Alipour, Mohammad
    [J]. International Journal of Computing Science and Mathematics, 2020, 12 (02): : 147 - 156
  • [4] Jump OpVaR on option liquidity
    Bahiraie, Alireza
    Alipour, Mohammad
    [J]. INTERNATIONAL JOURNAL OF COMPUTING SCIENCE AND MATHEMATICS, 2020, 12 (02) : 147 - 156
  • [5] The importance of stock liquidity on option pricing
    Feng, Shih-Ping
    Hung, Mao-Wei
    Wang, Yaw-Huei
    [J]. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2016, 43 : 457 - 467
  • [6] Relative option liquidity and price efficiency
    Du, Brian
    [J]. REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, 2019, 52 (04) : 1119 - 1135
  • [7] Option valuation with liquidity risk and jumps
    Zhang, Hai
    Ku, Hyejin
    [J]. APPLIED ECONOMICS LETTERS, 2018, 25 (06) : 381 - 387
  • [8] Excess cash and equity option liquidity
    Deng, Min
    Nguyen, Minh
    [J]. JOURNAL OF FINANCIAL RESEARCH, 2024, 47 (02) : 401 - 433
  • [9] Relative option liquidity and price efficiency
    Brian Du
    [J]. Review of Quantitative Finance and Accounting, 2019, 52 : 1119 - 1135
  • [10] EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS
    Ludkovski, Michael
    Shen, Qunying
    [J]. INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, 2013, 16 (07)
12345