Option Market Liquidity: Commonality and Other Characteristics

By M. Cao, Jason Wei. 2010

110 citations recorded by the source corpus.

Subfields: Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/ca89e132626730d8c2357731f668aa6622f4b260

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Peter F. Christoffersen
2. Ruslan Goyenko
3. M. Karoui
4. Kris Jacobs
5. Carol Alexander
6. Andreas Kaeck
7. Andrew J. Patton
8. Eduardo Abi Jaber

In Strategy and Management

1. Ruslan Goyenko
2. Peter F. Christoffersen
3. Kris Jacobs

Citations in the corpus

• Illiquidity Premia in the Equity Options Market (2018, background): “See Cao and Wei (2010) for a discussion.”