Skip navigation
Please use this identifier to cite or link to this item: http://arks.princeton.edu/ark:/88435/dsp010g354h936
Full metadata record
DC FieldValueLanguage
dc.contributor.advisorJarosch, Gregor-
dc.contributor.authorRussell, Lane-
dc.date.accessioned2018-08-03T15:17:22Z-
dc.date.available2018-08-03T15:17:22Z-
dc.date.created2018-04-12-
dc.date.issued2018-08-03-
dc.identifier.urihttp://arks.princeton.edu/ark:/88435/dsp010g354h936-
dc.format.mimetypeapplication/pdf-
dc.language.isoenen_US
dc.titleMechanical Indexing and Volatility: A Time-Series Analysis of Option-Pricing Efficiency During S&P 500 Index Reconstitutionsen_US
dc.typePrinceton University Senior Theses-
pu.date.classyear2018en_US
pu.departmentEconomicsen_US
pu.pdf.coverpageSeniorThesisCoverPage-
pu.contributor.authorid960956147-
Appears in Collections:Economics, 1927-2020

Files in This Item:
File Description SizeFormat 
RUSSELL-LANE-THESIS.pdf1.19 MBAdobe PDF    Request a copy


Items in Dataspace are protected by copyright, with all rights reserved, unless otherwise indicated.