Cross section of option returns and idiosyncratic stock volatility
Jie Cao; Bing Han
| Year of publication: |
2013
|
|---|---|
| Authors: | Cao, Jie Jay ; Han, Bing |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 108.2013, 1, p. 231-249
|
| Subject: | Option return | Idiosyncratic volatility | Market imperfections | Limits to arbitrage | Volatilität | Volatility | Kapitaleinkommen | Capital income | Unvollkommener Markt | Incomplete market | Arbitrage | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009746504