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Published in 2017 at "Finance Research Letters"
DOI: 10.1016/j.frl.2017.10.025
Abstract: Abstract We show evidence of a liquidity searching behaviour of informed investors in option listings, which was also found by Collin-Dufresne and Fos (2015) using stock markets. Nevertheless, and differently from Collin-Dufresne and Fos (2015),…
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Keywords:
liquidity;
option;
behaviour informed;
liquidity searching ... See more keywords