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	The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market
	Lin, ZY; Chang, CC; Wang, YH
刊名	JOURNAL OF BANKING & FINANCE
	2018
卷号	Vol.94页码:152-165
关键词	Information asymmetry Short sales Short-sale constraints Informed traders Option illiquidity premium
ISSN号	0378-4266
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5459746
专题	湖南大学
作者单位	1.Hunan Univ, Coll Finance & Stat, Changsha, Hunan, Peoples R China 2.Natl Cent Univ, Dept Finance, Taoyuan, Taiwan 3.Natl Taiwan Univ, Dept Finance, 4.Roosevelt Rd,Sect 4, Taipei 106, Taiwan
推荐引用方式 GB/T 7714	Lin, ZY,Chang, CC,Wang, YH. The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market[J]. JOURNAL OF BANKING & FINANCE,2018,Vol.94:152-165.
APA	Lin, ZY,Chang, CC,&Wang, YH.(2018).The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market.JOURNAL OF BANKING & FINANCE,Vol.94,152-165.
MLA	Lin, ZY,et al."The impacts of asymmetric information and short sales on the illiquidity risk premium in the stock option market".JOURNAL OF BANKING & FINANCE Vol.94(2018):152-165.

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