๐”– Bobbio Scriptorium
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Overreaction in the Spanish equity market

โœ Scribed by Aurora Alonso; Gonzalo Rubio


Book ID
116134704
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
809 KB
Volume
14
Category
Article
ISSN
0378-4266

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Do the options markets really overreact?
โœ Fernando Diz; Thomas J. Finucane ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 868 KB

Helpful comments from two anonymous referees and the participants of the 1990 Financial Management Association meetings and the finance workshop at Syracuse University are gratefully acknowledged. 'The reader is referred to Stein (1989) for details of the derivation. Equation ( 1) is simply Stein's