The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Dean Diavatopoulos; James S. Doran; David R. Peterson
| Year of publication: |
2008
|
|---|---|
| Authors: | Diavatopoulos, Dean ; Doran, James S. ; Peterson, David R. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 28.2008, 11, p. 1013-1039
|
| Subject: | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Optionsgeschäft | Option trading | USA | United States | 1996-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003769957