Authors: A.G. Huang, Hongping Tan, and R. WermersPublication: The Review of Financial Studies, Volume 33, Issue 10, October 2020, Pages 4627-4675.Abstract:
Professor Ruslan Goyenko's paper "Illiquidity Premia in Equity Option Markets" with Peter Christoffersen, Kris Jacobs and Mehdi Karoui was selected as Editor's Choice article in the March 2018...