Variation in option implied volatility spread and future stock returns
R. Jared DeLisle, Dean Diavatopoulos, Andy Fodor, Haimanot Kassa
| Year of publication: |
2022
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|---|---|
| Authors: | DeLisle, R. Jared ; Diavatopoulos, Dean ; Fodor, Andy ; Kassa, Haimanot |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 83.2022, p. 152-160
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| Subject: | Implied volatility spread | Information | Options | Stock returns | Volatilität | Volatility | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Aktienindex | Stock index | Börsenkurs | Share price | Index-Futures | Index futures |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2021.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013258547