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The Price Impacts of Index Option Hedging and the Anomalous Weekly Reversals
1 of 27 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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References needing attention
does not resolve to a known work10.1093/rfs/6.3.435
The 26 checked references that resolve
resolves10.1093/rfs/12.1.131
The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expectations Equilibrium
resolves10.1111/j.1540-6261.2009.01530.x
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues
resolves10.1111/0022-1082.194060
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
resolves10.1086/296433
An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies
resolves10.1111/0022-1082.285595
The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis
resolves10.1016/j.jfineco.2005.04.005
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
resolves10.1016/j.jbankfin.2013.07.030
Returns and option activity over the option-expiration week for S&P 100 stocks
resolves10.1016/s0165-1889(97)00076-6
Effects of financial innovations on market volatility when beliefs are heterogeneous
The 3 references without a DOI — listed, not checked
no DOI — not checkedref13
no DOI — not checkedMarket liquidity, hedging, and crashes
no DOI — not checkedref23
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checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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