Option-implied ambiguity and equity return predictability
Yanchu Liu, Chen Liu, Yiyao Chen, Xianming Sun
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Yanchu ; Liu, Chen ; Chen, Yiyao ; Sun, Xianming |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 44.2024, 9, p. 1556-1577
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| Subject: | ambiguity | derivatives | option-implied information | return predictability | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Derivat | Derivative | Kapitalmarktrendite | Capital market returns | Optionspreistheorie | Option pricing theory | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22530 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015110690