The effect of circuit breakers on expected volatility: Tests using implied volatilities
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DOI: 10.1007/BF02298379
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- Cheoljun Eom & Steven J. Jordan & Woo‐Baik Lee & Jong Won Park, 2020. "Programs trades and trade regulation: An evidence of the Korean securities market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 44-66, January.
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