What's in the moneyness? : moneyness spread and future stock returns
Year of publication: |
2022
|
---|---|
Authors: | Li, Zhan |
Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 20.2022, 3, p. 70-88
|
Subject: | Moneyness spread | Stock returns | return predictability | moneyness | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection | Aktienoption | Stock option | Aktie | Share | Kapitalstruktur | Capital structure | USA | United States | 2005-2020 |
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