Deviations from put-call parity and stock return predictability
Martijn Cremers and David Weinbaum
| Year of publication: |
2010
|
|---|---|
| Authors: | Cremers, Martijn ; Weinbaum, David |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 2, p. 335-367
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| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Asymmetrische Information | Asymmetric information | CAPM |
| 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/10003990691