How the 52-week high and low affect option-applied volatilities and stock return moments

Joost Driessen, Tse-Chun Lin and Otto van Hemert

Year of publication:	2013
Authors:	Driessen, Joost ; Lin, Tse-chun ; Hemert, Otto van
Published in:	Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 17.2013, 1, p. 369-401
Subject:	Volatilität \| Volatility \| Kapitaleinkommen \| Capital income \| Börsenkurs \| Share price \| Anlageverhalten \| Behavioural finance \| Aktienmarkt \| Stock market

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