Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
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下载链接：
https://www.nber.org/papers/w9423
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资源简介：
In this paper, we investigate empirically the well-known put-call parity no-arbitrage relation in the presence of short sale restrictions. We use a new and comprehensive sample of options on individual stocks in combination with a measure of the cost and difficulty of short selling, specifically the
提供机构：
美国国家经济研究局
创建时间：
2003-01-01
