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Details about Michael Neumann

Workplace:School of Economics and Finance, Queen Mary University of London, (more information at EDIRC)

Access statistics for papers by Michael Neumann.

Last updated 2014-10-23. Update your information in the RePEc Author Service.

Short-id: pne203

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Working Papers


  1. Jumps in Option Prices and Their Determinants: Real-time Evidence from the E-mini S&P 500 Option Market
    Working Papers, Queen Mary University of London, School of Economics and Finance Downloads

Journal Articles


  1. Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options
    Journal of Financial and Quantitative Analysis, 2013, 48, (3), 947-977 Downloads View citations (33)
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