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Mechanical Indexing and Volatility: A Time-Series Analysis of Option-Pricing Efficiency During S&P 500 Index Reconstitutions

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datacite.rightsrestricted
dc.contributor.advisorJarosch, Gregor
dc.contributor.authorRussell, Lane
dc.date.accessioned2018-08-03T15:17:22Z
dc.date.accessioned2026-09-29T22:12:42Z
dc.date.available2018-08-03T15:17:22Z
dc.date.available2026-09-29T22:12:42Z
dc.date.created2018-04-12
dc.date.issued2018-08-03
dc.format.mimetypeapplication/pdf
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/dsp010g354h936
dc.identifier.urihttps://theses-dissertations.princeton.edu/handle/88435/dsp010g354h936
dc.language.isoenen_US
dc.titleMechanical Indexing and Volatility: A Time-Series Analysis of Option-Pricing Efficiency During S&P 500 Index Reconstitutionsen_US
dc.typePrinceton University Senior Theses
dspace.entity.typePublication
pu.contributor.authorid960956147
pu.date.classyear2018en_US
pu.departmentEconomicsen_US
pu.pdf.coverpageSeniorThesisCoverPage

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