Mechanical Indexing and Volatility: A Time-Series Analysis of Option-Pricing Efficiency During S&P 500 Index Reconstitutions
Loading...
Files
RUSSELL-LANE-THESIS.pdf (1.16 MB)
Date
2018-08-03
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Access Restrictions
Abstract
Description
item.page.type
Princeton University Senior Theses