Overnight volatility, realized volatility, and option pricing
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DOI: 10.1002/fut.22330
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- Wan Jia Lin, 2023. "VIX to S&P 500 Correlation Over the Weekend: Are Market Makers Using S&P 500 Weekend Returns to Price VIX on Monday Morning?," Applied Economics and Finance, Redfame publishing, vol. 10(1), pages 3843-3843, February.
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