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See detailSkewness Term Structure Tests
Lehnert, Thorsten UL; Lin, Y.

in Applied Mathematical Finance (2017), 23(6), 484-504

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See detailStein’s Overreaction Puzzle: Option Anomaly or Perfectly Rational Behavior?
Lehnert, Thorsten UL; LIN, Y.; MARTELIN, N.

in Journal of Derivatives (2016), 23(3), 22-35

Detailed reference viewed: 94 (1 UL)