Trading in the Options Market around Financial Analysts’ Consensus Revisions (original) (raw)

Trading in the Options Market Around the Financial Analysts’ Consensus Revision

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Three essays in options pricing: 1. Volatilities implied by price changes in the S&P 500 options and future contracts 2. Price changes in the S&P options and futures contracts: a regression analysis 3. Hedging price changes in the S&P 500 options and futures contracts: the effect of different mea...

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