Misreaction or misspecification? : a re-examination of volatility anomalies
Year of publication: |
2010
|
---|---|
Authors: | Jiang, George J. ; Tian, Yisong Sam |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 34.2010, 10, p. 2358-2369
|
Subject: | Volatilität | Volatility | Optionsgeschäft | Option trading | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory |
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