Open AccessAre Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options
Author(s) -
Feng Jiao
Publication year - 2018
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2018.83027
Subject(s) - inefficiency , stochastic dominance , economics , market liquidity , index (typography) , econometrics , dominance (genetics) , maturity (psychological) , financial economics , monetary economics , microeconomics , computer science , psychology , developmental psychology , biochemistry , chemistry , world wide web , gene