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Weather Derivatives, Weather Risk Management
momentum, reversals, return predictability, firm size, volatility, underreaction, overreaction
momentum, reversals, return predictability, firm size, volatility, moderated confidence, underreaction, overreaction
option trading, differences of opinion, informed trading, speculation, earnings announcements
Liquidity, Liquidity Commonality, Option Market Liquidity, and Stock Market Liquidity
Liquidity, Liquidity Commonality, Option Market Liquidity, and Stock Market Liquidity.
systematic risk, option prices, implied volatility, skewness
systematic risk, implied volatility, option price structure,equity options
Trading Activity, Bid-ask Spread, Option Expiration Cycles, Liquidity, Liquidity Determinants, Volume, Open Interest
Informed trading, trade imbalance, corporate bond market, earnings surprises
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: jori.
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Liquidity risk, liquidity risk premium, option returns
Weather Derivatives, Weather Risk Management, Precipitation Modeling
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