Chengyu Zhang

McGill University - Desautels Faculty of Management

1001 Sherbrooke St. West

Montreal, Quebec H3A1G5 H3A 2M1

Canada

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Price Pressures and Noise in Option Returns

Number of pages: 51 Posted: 04 Dec 2019 Last Revised: 26 May 2020
Ruslan Goyenko and Chengyu Zhang
McGill University - Desautels Faculty of Management and McGill University - Desautels Faculty of Management
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Abstract:

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