Dividends and S&P 100 index option valua
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Campbell R. Harvey; Robert E. Whaley
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Article
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1992
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John Wiley and Sons
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English
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We thank Arthur Evans, Jefferson Fleming, Sunil Paremeswan, and Shrikant Ramamurthy for their research assistance. James Fazio at Standard and Poor's Corporation provided valuable help i n constructing our series. The comments of Gary Gastineau and R e d Stulz are gratefully acknowledged. We also ap