Option momentum
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, and Shuaiqi Li, Haitao Mo
| Year of publication: |
2023
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|---|---|
| Authors: | Heston, Steven L. ; Jones, Christopher S. ; Khorram, Mehdi ; Li, Shuaiqi ; Mo, Haitao |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Berkeley, Calif. : AFA, ISSN 1540-6261, ZDB-ID 2010241-0. - Vol. 78.2023, 6, p. 3141-3192
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| Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Momentenmethode | Method of moments | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Aktienoption | Stock option | Derivat | Derivative | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jofi.13279 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014437686