Pages that link to "Item:Q5880520"
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The following pages link to Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns (Q5880520):
Displaying 4 items.
- Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411) (← links)
- Variance dynamics: joint evidence from options and high-frequency returns (Q737284) (← links)
- The cross-section of average delta-hedge option returns under stochastic volatility (Q1029238) (← links)
- Volatility and expected option returns: a note (Q1672838) (← links)