Implied volatility smirk and future stock returns: evidence from the German market
Year of publication: |
2015
|
---|---|
Authors: | Mo, Di ; Todorova, Neda ; Gupta, Rakesh |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 41.2015, 12, p. 1357-1379
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Market efficiency | DAX 30 index return | Implied volatility smirk (IVS) | Predictive power |
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