Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp010g354h936| Title: | Mechanical Indexing and Volatility: A Time-Series Analysis of Option-Pricing Efficiency During S&P 500 Index Reconstitutions |
| Authors: | Russell, Lane |
| Advisors: | Jarosch, Gregor |
| Department: | Economics |
| Class Year: | 2018 |
| URI: | http://arks.princeton.edu/ark:/88435/dsp010g354h936 |
| Type of Material: | Princeton University Senior Theses |
| Language: | en |
| Appears in Collections: | Economics, 1927-2020 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| RUSSELL-LANE-THESIS.pdf | 1.19 MB | Adobe PDF | Request a copy |
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