The Information Content in Implied Idiosyncratic Volatility and the Cross-Section of Stock Returns : Evidence from the Option Markets
Year of publication: |
[2014]
|
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Authors: | Diavatopoulos, Dean |
Other Persons: | Doran, James (contributor) ; Peterson, David R. (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (33 p) |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Futures Markets Vol. 28, pp.1013-1039, October 2008 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 8, 2006 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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