Predictable Price Pressure Caused by Option Makers and Leveraged ETFs
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The Role of Leveraged ETFs and Option Market Imbalances on End-of-Day Price Dynamics
Andrea Barbon; Heiner Beckmeyer; Andrea Buraschi; Mathis Moerke
University of St. Gallen- University of Muenster - Finance Center Muenster
Centre for Economic Policy Research- Centre for Economic Policy Research (CEPR)
- Imperial College Business School
- Swiss Finance Institute
- University of St. Gallen - Swiss Institute of Banking and Finance
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