This paper investigates the role that hedge funds, a proxy for sophisticated investors, play in the price discovery process between stock and option...
This paper investigates the role that hedge funds, a proxy for sophisticated investors, play in the price discovery process between stock and option...
This paper investigates the role that hedge funds, a proxy for sophisticated investors, play in the price discovery process between stock and option...
They also claim that similar results are obtained by any random portfolio strategy, including the inverse of such strategies. We analyse these claims...
They also claim that similar results are obtained by any random portfolio strategy, including the inverse of such strategies. We analyse these claims...
They also claim that similar results are obtained by any random portfolio strategy, including the inverse of such strategies. We analyse these claims...
While there is a consensus on the factors that are rewarded over the long term, it must be acknowledged that the implementation of factor investing,...
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