Option price implied information and REIT returns
Jie Cao, Bing Han, Linjia Song, Xintong Zhan
| Year of publication: |
2023
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|---|---|
| Authors: | Cao, Jie Jay ; Han, Bing ; Song, Linjia ; Zhan, Xintong (Eunice) |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 71.2023, p. 13-28
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| Subject: | Informed trading in options | Stock return predictability | Real estate investment trusts | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Börsenkurs | Share price | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.12.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292350