Firm fundamentals and the cross-section of implied volatility shapes
Ding Chen, Biao Guo, Guofu Zhou
| Year of publication: |
2023
|
|---|---|
| Authors: | Chen, Ding ; Guo, Biao ; Zhou, Guofu |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 63.2023, p. 1-22
|
| Subject: | Firm fundamentals | LASSO | Option implied volatility | Option puzzle | Volatility skew | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.finmar.2022.100771 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014278630