Option price implied information and REIT returns
Year of publication: |
2023
|
---|---|
Authors: | Cao, Jie ; Han, Bing ; Song, Linjia ; Zhan, Xintong |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 71.2023, p. 13-28
|
Subject: | Informed trading in options | Stock return predictability | Real estate investment trusts | Immobilienfonds | Real estate fund | Kapitaleinkommen | Capital income | Optionspreistheorie | Option pricing theory | Prognoseverfahren | Forecasting model | Optionsgeschäft | Option trading | Börsenkurs | Share price |
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