Expected option returns
Joshua D. Coval and Tyler Shumway
| Year of publication: |
2001
|
|---|---|
| Authors: | Coval, Joshua ; Shumway, Tyler |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 3, p. 983-1009
|
| Subject: | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Theorie | Theory | Index-Futures | Index futures | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | USA | United States | 1990-1995 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001593017