Jump tail risk exposure and the cross-section of stock returns
Lykourgos Alexiou, Leonidas S. Rompolis
| Year of publication: |
2024
|
|---|---|
| Authors: | Alexiou, Lykourgos ; Rompolis, Leonidas S. |
| Subject: | Factor models | Jump tail risk | Option prices | Stock returns | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Kapitalmarktrendite | Capital market returns | CAPM | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2024.101565 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015179720