DMCA

Option Mispricing Around Nontrading Periods

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by Christopher S Jones , Joshua Shemesh , Mike Chernov , Dan Galai , Bruce Grundy , Larry Harris , Robert Hudson , Blair Hull , Nikunj Kapadia , Spencer Martin , Dmitriy Muravyev , Oguz Ozbas , Yigal Newman , Nick Polson , Allen Poteshman , Eric Renault , David Solomon , Selale Tuzel , Mark Weinstein , Fernando