Options-implied variance and future stock returns
Year of publication: |
2014
|
---|---|
Authors: | Guo, Hui ; Qiu, Buhui |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 44.2014, p. 93-113
|
Subject: | Stock return predictability | Implied variance | Realized variance | CAPM | ICAPM | Kapitaleinkommen | Capital income | Schätzung | Estimation | USA | United States | Kapitalmarktrendite | Capital market returns |
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