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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.

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