Please use this identifier to cite or link to this item:
http://arks.princeton.edu/ark:/88435/dsp010g354h936
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.advisor | Jarosch, Gregor | - |
dc.contributor.author | Russell, Lane | - |
dc.date.accessioned | 2018-08-03T15:17:22Z | - |
dc.date.available | 2018-08-03T15:17:22Z | - |
dc.date.created | 2018-04-12 | - |
dc.date.issued | 2018-08-03 | - |
dc.identifier.uri | http://arks.princeton.edu/ark:/88435/dsp010g354h936 | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | en_US |
dc.title | Mechanical Indexing and Volatility: A Time-Series Analysis of Option-Pricing Efficiency During S&P 500 Index Reconstitutions | en_US |
dc.type | Princeton University Senior Theses | - |
pu.date.classyear | 2018 | en_US |
pu.department | Economics | en_US |
pu.pdf.coverpage | SeniorThesisCoverPage | - |
pu.contributor.authorid | 960956147 | - |
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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