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The Crash of ʼ87: Was It Expected? The Evidence from Options Markets

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1998New Insights into Smile, Mispricing, and Value at Risk: The Hyperbolic Model449 cited

2001Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options419 cited

2000Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices401 cited

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