Option trading volume by moneyness, firm fundamentals, and expected stock returns
Year of publication: |
2022
|
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Authors: | Zhou, Yi |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 58.2022, p. 1-36
|
Subject: | Cross section of stock returns | Options | Option trading volume | Information diffusion | Optionsgeschäft | Option trading | Handelsvolumen der Börse | Trading volume | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns |
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