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Index Option Returns: Still Puzzling

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References

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2012Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *1,059 cited
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2010General equilibrium pricing of options with habit formation and event risks85 cited

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2018Risk-neutral moments in the crude oil market28 cited
2022

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Empirical Option Pricing Models

25 cited

2019Mispriced index option portfolios25 cited