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Trading Volatility Spreads: A Test of Index Option Market Efficiency (1999)

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by Ser-Huang Poon , Peter F. Pope , Kevin Buckley , Shi-yu Chi , Namwon Hyung , Illias Lekkos , Especially Stephen Taylor , Bobby Srinivasan , Jayant Raghunath Kale
Venue:European Financial Management
Citations:6 - 0 self