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Imperfect Competition Information and Manipulation
Share Options Information and Investment
Share Options and the Real Activity of
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business cycle calculated cash market CBOE chapter coefficients companies with options company data COMPUSTAT control set data set defined detrended distribution dividend economy equation equilibrium model estimated et+1 et+2 expected profits F-statistics F-tests factors of production firm to infer firms with options follow a mixed full information equilibrium future delivery future demand shocks futures contracts futures market futures price hedging demand Hence high frequency elements Imperfect Competition importance of high industrial sector data information available introduction of options investment decision investment in factors investment process Kolmogorov-Smirnov test labor input large number maintained hypothesis market power market structure markets for future markets in shares mixed strategy Optioned Companies options introduced options markets options prices options trading introduced periodogram proposition pure strategy rational expectations equilibrium real activity representative consumer series process share options share price spectral density spot price statistic structural break Table Theorem underlying firm