Does Net Buying Pressure Affect the Shape of Implied...

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SSRN Electronic Journal 2002

Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?

Bollen, Nicolas P.B., Whaley, Robert E.
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Year:
2002
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.319261
File:
PDF, 547 KB
english, 2002
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