Implied volatility spread and stock mispricing
Year of publication: |
2024
|
---|---|
Authors: | Cao, Zhen ; Chelikani, Surya ; Kilic, Osman ; Wang, Xuewu |
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. 25.2024, 1, p. 79-91
|
Subject: | Abnormal returns | Implied volatility spread | Stock mispricing | Volatilität | Volatility | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Aktienoption | Stock option |
-
Variation in option implied volatility spread and future stock returns
DeLisle, R. Jared, (2022)
-
Information content of aggregate implied volatility spread
Han, Bing, (2021)
-
Early exercise, implied volatility spread and future stock return : jumps bind them all
Garrett, Ian, (2024)
- More ...
-
Investor attention, divergence of opinions, and stock returns
Cao, Zhen, (2021)
-
Past stock returns and the max effect
Chelikani, Surya, (2022)
-
Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya, (2023)
- More ...