Reversal on Straddles
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Momentum, Reversal, and Seasonality in Option Returns
Christopher S. Jones; Mehdi Khorram; Haitao Mo
University of Southern California- University of Southern California - Marshall School of Business - Finance and Business Economics Department
- Rochester Institute of Technology
- Rochester Institute of Technology (RIT)
- Louisiana State University
- Louisiana State University, Baton Rouge - E.J. Ourso College of Business Administration
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