Mispricing of S&P 500 index options

Review of Financial Studies

Volumn 22, Issue 3, 2009, Pages 1247-1277

  Constantinides, George M ^a   Jackwerth, Jens Carsten ^b   Perrakis, Stylianos ^c  

^a UNIVERSITY OF CHICAGO   (United States)

^b UNIVERSITY OF KONSTANZ   (Germany)

^c Gina Cody School of Engineering and Computer Science   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 60449104058     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhn009     Document Type: Article

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