跨式期权的动量交易

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学术论文

Momentum, Reversal, and Seasonality in Option Returns

作者Momentum, Reversal, and Seasonality in Option Returns [点击查看论文]

机构
  • 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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