Variation in option implied volatility spread and future stock returns
Year of publication: |
2022
|
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Authors: | DeLisle, R. Jared ; Diavatopoulos, Dean ; Fodor, Andy ; Kassa, Haimanot |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 83.2022, p. 152-160
|
Subject: | Implied volatility spread | Information | Options | Stock returns | Volatilität | Volatility | Kapitaleinkommen | Capital income | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Aktienoption | Stock option |
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