Overcoming Arbitrage Limits: Option Trading and Momentum Returns.

Autor: Abhyankar, Abhay1 (AUTHOR) abyanka@gmail.com, Filippou, Ilias2 (AUTHOR) iliasfilippou@wustl.edu, Garcia-Ares, Pedro A.3 (AUTHOR) pedro.garcia@itam.mx
Zdroj: Journal of Financial & Quantitative Analysis. Feb2024, Vol. 59 Issue 1, p97-120. 24p.
Databáze: Business Source Ultimate