Arbitrage constraints and behaviour of volatility components : evidence from a natural experiment

Pranjal Srivastava, Joshy Jacob

Year of publication:	October 2022
Authors:	Srivastava, Pranjal ; Jacob, Joshy
Publisher:	[Ahmedabad] : Indian Institute of Management Ahmedabad
Subject:	Regulation SHO \| Short-sale constraints \| Arbitrage \| Volatility jumps \| Volatilität \| Volatility \| Arbitrage Pricing \| Arbitrage pricing

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