Pages that link to "Item:Q3117869"

The following pages link to Volatility Spreads and Expected Stock Returns (Q3117869):

Displaying 17 items.

• The skewness risk premium in equilibrium and stock return predictability (Q300694) (← links)
• Inference and testing on the boundary in extended constant conditional correlation GARCH models (Q341884) (← links)
• Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411) (← links)
• Volatility and expected option returns: a note (Q1672838) (← links)
• The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
• Idiosyncratic volatility, option-based measures of informed trading, and investor attention (Q2059296) (← links)
• The stock implied volatility and the implied dividend volatility (Q2115942) (← links)
• Media-expressed tone, option characteristics, and stock return predictability (Q2115956) (← links)
• Option-implied skewness: insights from ITM-options (Q2246790) (← links)
• Option-implied value-at-risk and the cross-section of stock returns (Q2328784) (← links)
• Risk perception and equity returns: evidence from the SPX and VIX (Q2870074) (← links)
• A Theory of Volatility Spreads (Q3116022) (← links)
• Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility (Q4687551) (← links)
• Equity Issues and Return Volatility* (Q4963399) (← links)
• OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES (Q5157846) (← links)
• Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns (Q5880520) (← links)
• The Pricing of Tail Risk and the Equity Premium: Evidence From International Option Markets (Q6626342) (← links)