The information content in implied idiosyncratic volatility and the cross-section of stock returns: Evidence from the option markets
| Year of publication: |
2008
|
|---|---|
| Authors: | Diavatopoulos, Dean ; Doran, James S. ; Peterson, David R. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 28.2008, 11, p. 1013-1039
|