The Stock Market Impact of Volatility Hedging: Evidence from End-of-Day Trading by VIX ETPs
VIX futures hedging activities can move SPX futures market for reasons unrelated to price discovery.
Featured in No. 3 on 7 Jun 2023 · 1 day after release · 0 citations today
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- 6 Jun 2023
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- No. 3 · 7 Jun 2023
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- SSRN 4470636
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