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

Journal of Financial Economics

Volumn 74, Issue 2, 2004, Pages 305-342

  Ofek, Eli ^a   Richardson, Matthew ^a,b   Whitelaw, Robert F ^a,b  

^a NEW YORK UNIVERSITY   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

Author keywords

Limits to arbitrage; Put call parity; Rebate rate; Short sales restrictions

Indexed keywords

EID: 7444245569     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2003.05.008     Document Type: Article

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