Both authors, Mendoza College of Business, University of Notre Dame. We thank Morgan Stanley & Co., Inc. for financial support. The views expressed herein are solely those of the authors and not those of any other person or entity including Morgan Stanley. We thank an anonymous firm for providing the option data used in our analysis. We gratefully acknowledge comments from seminar participants at the University of North Carolina, the University of Notre Dame, the 2005 American Finance Association meetings, the 2005 Morgan Stanley Equity Microstructure Conference, the 2005 Western Finance Association meetings, Marcus Brunnermeier, Shane Corwin, Tim Loughran, Stewart Mayhew, Allen Poteshman, Matthew Richardson, Robert Whitelaw, and an anonymous referee.
Options and the Bubble
Version of Record online: 19 SEP 2006
© 2006 the American Finance Association
The Journal of Finance
Volume 61, Issue 5, pages 2071–2102, October 2006
How to Cite
BATTALIO, R. and SCHULTZ, P. (2006), Options and the Bubble. The Journal of Finance, 61: 2071–2102. doi: 10.1111/j.1540-6261.2006.01051.x
- Issue online: 19 SEP 2006
- Version of Record online: 19 SEP 2006
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