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Options market makers׳ hedging and informed trading: Theory and evidence. (2015). Huh, Sahn-Wook ; Lin, Hao ; Mello, Antonio S..
In: Journal of Financial Markets.
RePEc:eee:finmar:v:23:y:2015:i:c:p:26-58.

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  1. Perpetual Demand Lending Pools. (2025). Chitra, Tarun ; Yusubov, Kamil ; Sterle, Luke ; Sheng, Nathan ; Diamandis, Theo.
    In: Papers.
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  2. Listing of classical options and the pricing of discount certificates. (2021). Schertler, Andrea.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302727.

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  3. Hedging costs and joint determinants of premiums and spreads in structured financial products. (2020). Entrop, Oliver ; Fischer, Georg.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1049-1071.

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  4. Hedging costs and joint determinants of premiums and spreads in structured financial products. (2019). Entrop, Oliver ; Fischer, Georg.
    In: Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe.
    RePEc:zbw:upadbr:b3419.

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  5. Explaining co-movements between equity and CDS bid-ask spreads. (2017). Marra, Miriam.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:49:y:2017:i:3:d:10.1007_s11156-016-0609-6.

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  6. Informed trading in S&P index options? Evidence from the 2008 financial crisis. (2017). French, Joseph ; Li, Wei-Xuan ; Chen, Clara Chia-Sheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:42:y:2017:i:c:p:40-65.

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  7. An unbiased computation methodology for estimating the probability of informed trading (PIN). (2016). Ersan, Oguz ; Alici, Asli .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:43:y:2016:i:c:p:74-94.

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