Does increased hedging lead to decreased price efficiency?...

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Financial Review 2019 / 04

Does increased hedging lead to decreased price efficiency? The case of VIX ETPs and VIX futures

Fernandez‐Perez, Adrian, Frijns, Bart, Tourani‐Rad, Alireza, Webb, Robert I.
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Language:
english
Journal:
Financial Review
DOI:
10.1111/fire.12195
Date:
April, 2019
File:
PDF, 506 KB
english, 2019
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