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Tags:
fundamental value
Journals:
Journal of Applied Econometrics
Robert A. Jarrow
;
Simon Kwok
Inferring financial bubbles from option data (replication data)
Financial bubbles arise when the underlying asset's market price deviates from its fundamental value. Unlike other bubble tests that use time series data and assume a...
DOI:10.15456/jae.2022327.072009
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