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Working papers

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Traditional Library

Michael J. O’Neill and Robert E. Whaley, Effects of nondiscretionary trading on futures prices, July 2019.

Francois Cocquemas and Robert E. Whaley, Option-implied borrowing costs, December 2019.

Andrew Hornback and Robert E. Whaley, A portfolio insurance interpretation of VIX, June 2020.

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