Volatility and expected option returns: a note
Mo Chaudhury
| Year of publication: |
March 2017
|
|---|---|
| Authors: | Chaudhury, Mohammed M. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 152.2017, p. 1-4
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| Subject: | Volatility | Expected option return | Cross-section of option returns | Volatilität | Optionspreistheorie | Option pricing theory | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Schätzung | Estimation | Index-Futures | Index futures | Geld-Brief-Spanne | Bid-ask spread |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2016.12.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011800758