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 |
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Zdroj: | Journal of Financial & Quantitative Analysis. Feb2024, Vol. 59 Issue 1, p97-120. 24p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |