Work

Is There a Risk Premium in the Stock Lending Market? Evidence from Equity Options

Year: 2016

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2851560

Authors: Dmitriy Muravyev, Neil D. Pearson, Joshua Matthew Pollet

Institutions: Michigan State University, University of Illinois Urbana-Champaign

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2551422346

Cites: 45

Cited by: 28

Related to: 10