Option‐implied moments and the cross‐section of stock returns
Year of publication: |
2021
|
---|---|
Authors: | Alexiou, Lykourgos ; Rompolis, Leonidas S. |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2021, 4 (31.12.), p. 668-691
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Jump tail risk exposure and the cross-section of stock returns
Alexiou, Lykourgos, (2024)
-
Option-implied moments and the cross-section of stock returns
Alexiou, Lykourgos, (2022)
-
Pricing event risk : evidence from concave implied volatility curves
Alexiou, Lykourgos, (2021)
- More ...