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Retail Option Traders and the Implied Volatility Surface

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https://data.mendeley.com/datasets/g982pvzgxd
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This is the replication code and data used in Eaton, Green, Roseman, and Wu "Retail Option Traders and the Implied Volatility Surface", forthcoming at the Journal of Financial Economics. The repository includes randomized pseudo data for datasets that require licensing, such as CRSP, OPRA, and TAQ.
创建时间:
2025-12-29
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