Stock return extrapolation, option prices, and variance risk premium
Adem Atmaz
| Year of publication: |
2022
|
|---|---|
| Authors: | Atmaz, Adem |
| Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 35.2022, 3, p. 1348-1393
|
| Subject: | Kapitalmarktrendite | Capital market returns | Aktienoption | Stock option | Dynamisches Gleichgewicht | Dynamic equilibrium | Risikoprämie | Risk premium | Adaptive Erwartungen | Adaptive expectations | Volatilität | Volatility | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhab051 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012878993