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Informed Trading in the Stock Market and Option Price Discovery
Collin-Dufresne, Pierre, Fos, Vyacheslav, Muravyev, DmitryJournal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/S0022109020000629
Date:
August, 2020
File:
PDF, 1.40 MB
2020