Open AccessLimited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets
Author(s) -
Eli Ofek,
Matthew Richardson,
Robert F. Whitelaw
Publication year - 2003
Language(s) - English
Resource type - Reports
DOI - 10.3386/w9423
Subject(s) - arbitrage , financial economics , business , convertible arbitrage , index arbitrage , limits to arbitrage , risk arbitrage , economics , monetary economics , capital asset pricing model , arbitrage pricing theory