Option gamma and stock returns
Year of publication: |
2023
|
---|---|
Authors: | Soebhag, Amar |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 74.2023, p. 1-23
|
Subject: | Cross-section of stock returns | Gamma hedging | Option demand | Return predictability | Kapitaleinkommen | Capital income | Hedging | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Optionsgeschäft | Option trading |
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