The Early Exercise Risk Premium

Aretz, Kevin and Gazi, Adnan (2019) The Early Exercise Risk Premium. [Internet Publication]

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Item Type:	Internet Publication
Uncontrolled Keywords:	Empirical asset pricing; cross-sectional option pricing; put options; early exercise.
Divisions:	Faculty of Humanities and Social Sciences > School of Management
Depositing User:	Symplectic Admin
Date Deposited:	09 Oct 2023 10:34
Last Modified:	15 Mar 2024 17:16
DOI:	10.2139/ssrn.3465453
Related URLs:	Publisher
URI:	https://livrepository.liverpool.ac.uk/id/eprint/3173543