Attention : implied volatility spreads and stock returns
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 | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Risikoprämie | Risk premium | Optionsgeschäft | Option trading | Börsenkurs | Share price |
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