The Term Structure of Short Selling Costs

DOI10.1093/ROF/RFAD009MaRDI QIDQ6119982zbMATH OpenOpenAlexFDO

Authors

Publication date 20 February 2024

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/rof/rfad009

zbMATH Keywords

behavioral asset pricingequity lendinginformation in option priceslimits to arbitrageshort sale

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30)

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