The price of options illiquidity

Journal of Finance

Volumn 56, Issue 2, 2001, Pages 789-805

  Brenner, Menachem ^a   Eldor, Rafi ^b   Hauser, Shmuel ^c,d  

^a NEW YORK UNIVERSITY   (United States)

^b INTERDISCIPLINARY CENTER HERZLIYA   (Israel)

^c BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

^d Israel Securities Authority   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0041075284     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00346     Document Type: Article

References (14)

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