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

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  • Ofek, Eli
  • Richardson, Matthew
  • Whitelaw, Robert F.

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  • Ofek, Eli & Richardson, Matthew & Whitelaw, Robert F., 2004. "Limited arbitrage and short sales restrictions: evidence from the options markets," Journal of Financial Economics, Elsevier, vol. 74(2), pages 305-342, November.
  • Handle: RePEc:eee:jfinec:v:74:y:2004:i:2:p:305-342
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    5. Detemple, Jerome B & Selden, Larry, 1991. "A General Equilibrium Analysis of Option and Stock Market Interactions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(2), pages 279-303, May.
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