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O/S: The relative trading activity in options and stock
Roll, Richard
;
Schwartz, Eduardo
;
Subrahmanyam, Avanidhar
- In:
Journal of Financial Economics
96
(
2010
)
1
,
pp. 1-17
study the time-series properties and the determinants of the options/
stock
trading
volume
ratio (O/S) using a comprehensive …
Persistent link: https://www.econbiz.de/10008565591
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