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| Tekijä: | Ofek, E. Richardson, M. Whitelaw, R. F. |
| Otsikko: | Limited arbitrage and short sales restrictions: evidence from the options markets |
| Lehti: | Journal of Financial Economics
2004 : NOV, VOL. 74:2, p. 305-342 |
| Asiasana: | Arbitrage Financial market trading Options |
| Kieli: | eng |
| Tiivistelmä: | This article examines empirically the put-call parity no-arbitrage relation in the presence of short sales restrictions. Violations are asymmetric in the direction of short sales constraints, and their magnitudes are strongly related to the cost and difficulty of short selling. |
SCIMA