Existing research paper on Options

[kxchan]

Hi All,

do you have any recommended research papers that analyze the reasons of put-call parity violations such as information risk, transaction costs, liquidity, or any other possible reasons?

I have found a few papers but still researching for better one. Please help

 

[OptionParty]

http://scholar.google.com/schhp?hl=en
Search "Put Call Parity"

Free PDF Lite version by Charles Cottle
https://riskdoctor.s3.amazonaws.com/OTTHRLITE.pdf

Carl

 

[Martinghoul]

Have you tried googling for "put call parity violations"?