Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns (Q5880520)
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scientific article; zbMATH DE number 7659246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns |
scientific article; zbMATH DE number 7659246 |
Statements
Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns (English)
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3 March 2023
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asset pricing
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option returns
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moneyness
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total
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systematic
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idiosyncratic volatility
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