Abstract: Journal Article Mispricing of S&P 500 Index Options Get access George M. Constantinides, George M. Constantinides University of Chicago and NBER Address correspondence to George M. Constantinides, Graduate School of Business, University of Chicago, 5807 S. Woodlawn Avenue, Chicago, IL 60637; telephone: 773-702-7258; e-mail: [email protected]. Search for other works by this author on: Oxford Academic Google Scholar Jens Carsten Jackwerth, Jens Carsten Jackwerth University of Konstanz Search for other works by this author on: Oxford Academic Google Scholar Stylianos Perrakis Stylianos Perrakis Concordia University Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 22, Issue 3, March 2009, Pages 1247–1277, https://doi.org/10.1093/rfs/hhn009 Published: 21 February 2008