مرکز منطقه ای اطلاع رساني علوم و فناوري - Limited arbitrage and short sales restrictions: evidence from the options markets

Title of article :

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

Author/Authors :

Eli Ofek، نويسنده , , Matthew Richardson، نويسنده , , Robert F. Whitelaw، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

305

To page :

342

Keywords :

Limits to arbitrage , Short sales restrictions , Put–call parity , Rebate rate

Journal title :

Journal of Financial Economics

Serial Year :

2004

Journal title :

Journal of Financial Economics

Record number :

257710

Link To Document :