Theoretical Economics Letters

Vol.8 No.3(2018), Paper ID 82438, 12 pages

DOI:10.4236/tel.2018.83027

 

Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options

 

Feng Jiao

 

University of Lethbridge, Calgary, Canada

 

Copyright © 2018 Feng Jiao et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Jiao, F. (2018) Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options. Theoretical Economics Letters, 8, 378-389. doi: 10.4236/tel.2018.83027.
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