Min Deng

University of Newcastle - Newcastle University Business School

5 Barrack Road

Devonshire Building

NEWCASTLE UPON TYNE, NE1 7RU

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

272

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Option Market Liquidity and Stock Price Crash Risk

Number of pages: 58 Posted: 27 Jan 2023
Min Deng, Minh Nguyen and Bartosz Gebka
University of Newcastle - Newcastle University Business School, Newcastle University Business School and Newcastle University Business School
Downloads 200 (286,202)

Abstract:

Loading...

Price crash, option market, option liquidity JEL classification: G10, G11, G12

2.

Excess Cash and Equity Option Liquidity

Number of pages: 48 Posted: 12 Jan 2021 Last Revised: 31 May 2022
Minh Nguyen and Min Deng
Newcastle University Business School and University of Newcastle - Newcastle University Business School
Downloads 72 (609,417)

Abstract:

Loading...

Corporate cash holding, Equity option, Liquidity, Information asymmetry