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Journal of Futures Markets
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When stock futures dominate price discovery
Aggarwal, Nidhi
;
Thomas, Susan
- In:
Journal of Futures Markets
39
(
2018
)
3
,
pp. 263-278
Persistent link: https://www.econbiz.de/10012082165
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Liquidity Considerations in Estimating Implied Volatility
Grover, Rohini
;
Thomas, Susan
- In:
Journal of Futures Markets
32
(
2012
)
8
,
pp. 714-741
Persistent link: https://www.econbiz.de/10010826644
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