The information content of option trading and liquidity risk

von Feng, Shih-Ping
Veröffentlicht in The international journal of business and finance research (2021)

The liquidity effect in option pricing : an empirical analysis

von Feng, Shih-ping
Veröffentlicht in The international journal of business and finance research (2011)

Limits of arbitrage, risk-neutral skewness, and investor sentiment

von Feng, Shih-Ping
Veröffentlicht in The international journal of business and finance research (2020)

The importance of stock liquidity on option pricing

von Feng, Shih-Ping
Veröffentlicht in International review of economics & finance (2016)

Option pricing with stochastic liquidity risk : theory and evidence

von Feng, Shih-ping
Veröffentlicht in Journal of financial markets (2014)