Free Site Registration

Does Illiquidity Of Stocks Influence Option Prices?

Traders Magazine Online News, December 29, 2015

Stefan Kanne, Olaf Korn and Marliese Uhrig-Homburg

In a new research paper, ôStock Illiquidity, Option Prices, and Option Returns," several professors conclude there is in fact a very strong effect of stock illiquidity on options prices despite some who argue there is no correlation.

Get access to this article and thousands more...

All TradersMagazine.com articles are archived after 7 days. REGISTER NOW for unlimited access to all recently archived articles, as well as thousands of searchable stories. Registered Members also gain access to exclusive industry white paper downloads, web seminars, online technology directory, the iPad App, and conference discounts. Qualified members may also choose to receive our free monthly magazine and any of our e-newsletters covering the latest breaking news, opinions from industry leaders, developing trends and trading strategies.

Already Registered?