The Equity Derivative Payoff Bias

Author:

Baltussen Guido,Terstegge Julian,Whelan Paul

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference34 articles.

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2. A market-induced mechanism for stock pinning;M Avellaneda;Quantitative Finance,2003

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4. Post-earnings-announcement drift: delayed price response or risk premium?;V L Bernard;Journal of Accounting Research,1989

5. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?;N P B Bollen;Journal of Finance,2004

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