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Correction clarifies author's affiliation for Qian Han in option markets study, suggesting improved accuracy.
Liang, J., D. Yang, and Q. Han. 2026. “Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective.” Journal of Futures Markets 46: 237–261. There is a factual error in the affiliation for the third (and corresponding) author, Qian Han. The current version “Lingnan College, Sun Yat-Sen University, Hunan University, Guangzhou, Guangdong, China.” is incorrect. Please remove “Hunan University”. The correct affiliation should be: “Lingnan College, Sun Yat- sen University, Guangzhou, Guangdong, China.” We apologize for this error.
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A 2026 study studied this question.
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