Attention : implied volatility spreads and stock returns
Xuechen Gao, Xuewu (Wesley) Wang, and Zhipeng Yan
| Year of publication: |
2020
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|---|---|
| Authors: | Gao, Xuechen ; Wang, Xuewu ; Yan, Zhipeng |
| Published in: |
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA. - New York, NY [u.a.] : Routledge, Taylor & Francis Group, ISSN 1542-7579, ZDB-ID 2111535-7. - Vol. 21.2020, 4, p. 385-398
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| Subject: | Implied volatility spreads | Investor attention | The SEC's EDGAR log files | Volatilität | Volatility | Optionsgeschäft | Option trading | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/15427560.2019.1692846 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312341