What does the individual option volatility smirk tell us about future equity returns?
Year of publication: |
2010
|
---|---|
Authors: | Xing, Yuhang ; Zhang, Xiaoyan ; Zhao, Rui |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 45.2010, 3, p. 641-662
|
Subject: | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Anlageverhalten | Behavioural finance | 1996-2005 |
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