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Han, Bing, and Gang Li. Information Content of Aggregate Implied Volatility Spread. Management Science, 2021, 67 (2): 1249-1269.
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Hu, Grace Xing, Jun Pan, and Jiang Wang. Tri-Party Repo Pricing. Journal of Financial and Quantitative Analysis, 2021, 56 (1): 337 - 371.
Drapeau, Samuel, and Yunbo Zhang. Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model. Quantitative Finance, 2021, 21 (2): 305-322.
Azi Ben-Rephael, Bruce Carlin, Zhi Da and Ryan D. Israelsen. Information Consumption and Asset Pricing. Journal of Finance, 2021, 76 (1): 357-394.
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