Implied volatility and the cross section of stock returns in the UK
Sunil S. Poshakwale, Pankaj Chandorkar, Vineet Agarwal
| Year of publication: |
2019
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|---|---|
| Authors: | Poshakwale, Sunil S. ; Chandorkar, Pankaj ; Agarwal, Vineet |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 48.2019, p. 271-286
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| Subject: | Asset pricing | Business cycle | Excess returns | ICAPM | Implied volatility | VFTSE | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation | CAPM | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Kapitalmarktrendite | Capital market returns | Konjunktur | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.01.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135913