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The Effect of Stock Market Indexing on Option Price Efficiency Presentation
会议地点: University of New South Wales (Presented by Coauthor), 报告日期: 2021-10-01
Authors:  Eric C. Chang;  Li Ge;  Tse-Chun Lin;  Xiaorong Ma
Favorite |  | Submit date:2022/08/31
Stock Indexing Effect  Option Price Efficiency  Options Market Liquidity  Russell Index Reconstitution  Local Linear Regressions