Authors: A.G. Huang, Hongping Tan, and R. Wermers
Publication: 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...
The Review of Financial Studies is a major forum for the promotion and wide dissemination of significant new research in financial economics. As reflected by its broadly based editorial board, the...