Idiosyncratic jump risk matters : evidence from equity returns and options
Year of publication: |
2020
|
---|---|
Authors: | Bégin, Jean-François ; Dorion, Christian ; Gauthier, Geneviève |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 1, p. 155-211
|
Subject: | Risiko | Risk | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Aktienoption | Stock option | USA | United States | 1996-2015 |
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