Put-Call Parity and Expected Returns
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- Shleifer, Andrei & Vishny, Robert W, 1986. "Large Shareholders and Corporate Control," Journal of Political Economy, University of Chicago Press, vol. 94(3), pages 461-488, June.
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- Laurent Deville & Fabrice Riva, 2007.
"Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach,"
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