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Option-Implied variance asymmetry and the cross-section of stock returns
Huang, Tao; Li, Junye - In: Journal of banking & finance 101 (2019), pp. 21-36
Persistent link: https://www.econbiz.de/10012162590
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Volatility components, leverage effects, and the return–volatility relations
Li, Junye - In: Journal of banking & finance 35 (2011) 6, pp. 1530-1540
Persistent link: https://www.econbiz.de/10009244953
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Option-implied volatility factors and the cross-section of market risk premia
Li, Junye - In: Journal of banking & finance 36 (2012) 1, pp. 249-260
Persistent link: https://www.econbiz.de/10009411132