Options-implied variance and future stock returns
Year of publication: |
2014
|
---|---|
Authors: | Guo, Hui ; Qiu, Buhui |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 44.2014, C, p. 93-113
|
Publisher: |
Elsevier |
Subject: | Stock return predictability | Implied variance | Realized variance | CAPM | ICAPM |
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