Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
| Year of publication: |
2004
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|---|---|
| Authors: | Bollen, Nicolas P.B. ; Whaley, Robert E. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 2181915. - Vol. 59.2004, 2, p. 711-754
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