Option return predictability
Xintong (Eunice) Zhan, Bing Han, Jie Cao, Qing Tong
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhan, Xintong (Eunice) ; Han, Bing ; Cao, Jie Jay ; Tong, Qing |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 3, p. 1394-1442
|
| Subject: | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Aktienoption | Stock option | Transaktionskosten | Transaction costs | USA | United States | Sharpe Ratio | Sharpe ratio | 1996-2016 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhab067 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878994