The author thanks Bentley University for a summer research grant and an anonymous referee for very helpful comments.
The Intraday and Overnight Behavior of SPY Options and Adjusted Delta Hedging
Article first published online: 29 MAY 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 5, pages 443–468, May 2013
How to Cite
Simon, D. P. (2013), The Intraday and Overnight Behavior of SPY Options and Adjusted Delta Hedging. J. Fut. Mark., 33: 443–468. doi: 10.1002/fut.21558
- Issue published online: 5 FEB 2013
- Article first published online: 29 MAY 2012
- Manuscript Accepted: 14 MAR 2012
- Manuscript Received: 24 OCT 2011
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