Slow diffusion of information and price momentum in stocks : evidence from options markets
Year of publication: |
February 2017
|
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Authors: | Chen, Zhuo ; Lu, Andrea |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 75.2017, p. 98-108
|
Subject: | Momentum | Implied volatility | Volatilität | Volatility | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Optionsgeschäft | Option trading |
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