Why does options market information predict stock returns?
Dmitriy Muravyev, Neil D. Pearson, Joshua M. Pollet
| Year of publication: |
2025
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|---|---|
| Authors: | Muravyev, Dmitriy ; Pearson, Neil D. ; Pollet, Joshua M. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1460384-6. - Vol. 172.2025, Art.-No. 104153, p. 1-21
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| Subject: | Equity options | Implied volatility skew | Implied volatility spread | Put-call parity | Stock borrow fee | Stock lending fee | Volatilität | Volatility | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2025.104153 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015573389