Does Mean-Reversion of Implied Volatility Generate Abnormal Returns
Year of publication: |
[2023]
|
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Authors: | Lung, Pei |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 2023 erstellt Volltext nicht verfügbar |
Classification: | Z10 - Cultural Economics. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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