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Pricing Kernels and risk Premia implied in bitcoin options
Winkel, Julian, (2023)
Why does volatility uncertainty predict equity option returns?
Cao, Jie Jay, (2023)
Understanding delta-hedged option returns in stochastic volatility environments
Sasaki, Hiroshi, (2015)
Testing the accruals anomaly based on the speed of price adjustment
Choy, Siu Kai, (2022)
Investor attention and option returns
Choy, Siu Kai, (2023)
Option trading : information or differences of opinion?
Choy, Siu Kai, (2012)