1001 Sherbrooke St. West
Montreal, Quebec H3A1G5 H3A 2M1
McGill University - Desautels Faculty of Management
in Total Papers Downloads
in Total Papers Citations
Liquidity, transaction costs, effective spread, price impact, asset pricing.
asset allocation, cross-market linkages, bond illiquidity premium, conditional asset pricing
Illiquidity; equity options; cross-section; delta-hedged option returns
Market microstructure; Options; Liquidity; Market making
Options; Order Flows; Disagreement; News
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.391 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you