Option-implied moments and the cross-section of stock returns
Lykourgos Alexiou, Leonidas S. Rompolis
| Year of publication: |
2022
|
|---|---|
| Authors: | Alexiou, Lykourgos ; Rompolis, Leonidas S. |
| Subject: | aggregate volatility risk | ICAPM | information flow | mispricing | option-implied moments | sentiment | Volatilität | Volatility | Kapitaleinkommen | Capital income | CAPM | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium | Informationsverbreitung | Information dissemination |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22304 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187580