Journal of Financial Markets
Vol. 14
No. 1
2011
Liquidity effect in OTC options markets: Premium or discount?
Prachi
Deuskar1,2;
Anurag
Gupta3;
Marti G.
Subrahmanyam4
1 University of Illinois Urbana-Champaign · 2 Indian School of Business · 3 Case Western Reserve University · 4 New York University
open access
- DOI
- 10.1016/j.finmar.2010.08.003
- Volume
- 14
- Issue
- 1
- Pages
- 127-160
- Language
- en
- Sources
-
crossref
openalex
Cite