Transactions costs and the relationship between put and call prices
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Financial Economics.
Volume (Year): 1 (1974)
Issue (Month): 2 (July)
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Web page: http://www.elsevier.com/locate/inca/505576
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- Laurent Deville & Fabrice Riva, 2007.
"Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach,"
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- Goyal, Amit & Saretto, Alessio, 2009. "Cross-section of option returns and volatility," Journal of Financial Economics, Elsevier, vol. 94(2), pages 310-326, November.
- Simone Cerreia-Vioglio & Fabio Maccheroni & Massimo Marinacci, 2012. "Put-Call Parity and Market Frictions," Working Papers 447, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Deville, Laurent & Riva, Fabrice, 2004. "The Determinants of the Time to Efficiency in Options Markets: A Survival Analysis Approach," Economics Papers from University Paris Dauphine 123456789/2200, Paris Dauphine University.
- Steven Li & Elia Alfay, 2005. "Evidence on the arbitrage efficiency of SPI index futures and options markets," School of Economics and Finance Discussion Papers and Working Papers Series 194, School of Economics and Finance, Queensland University of Technology.
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