Pages that link to "Item:Q2328784"
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The following pages link to Option-implied value-at-risk and the cross-section of stock returns (Q2328784):
Displaying 7 items.
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- Volatility and expected option returns: a note (Q1672838) (← links)
- Idiosyncratic volatility, option-based measures of informed trading, and investor attention (Q2059296) (← links)
- Media-expressed tone, option characteristics, and stock return predictability (Q2115956) (← links)
- Cross‐Section Stock Return and Implied Covariance between Jump and Diffusive Volatility (Q4687551) (← links)
- How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options? (Q5139453) (← links)
- Bear Beta or Speculative Beta?—Reconciling the Evidence on Downside Risk Premium (Q5880521) (← links)