Option trading volume and the cross-section of option returns
Jianglei Yuan, Dehong Liu, Carl R. Chen, Sen Hu
| Year of publication: |
2024
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|---|---|
| Authors: | Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. ; Hu, Sen |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 74.2024, Art.-No. 102229, p. 1-17
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| Subject: | Option trading volume | Cross-Section of option returns | Risk factor models | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Handelsvolumen der Börse | Trading volume | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102229 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015133708