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~isPartOf:"Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics"
~language:"eng"
~person:"Chan, Kam C."
~person:"Christoffersen, Peter F."
~person:"Hong, Yongmiao"
~person:"Härdle, Wolfgang"
~person:"Moosa, Imad A."
~person:"Phillips, Peter C. B."
~subject:"Option pricing theory"
~subject:"Unit root test"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Book section"
~type_genre:"Working Paper"
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Option pricing theory
Unit root test
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Behavioural finance
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Capital market returns
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Forecasting model
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Kapitaleinkommen
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Optionspreistheorie
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investor disagreement
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option markets
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overnight information
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Chan, Kam C.
Christoffersen, Peter F.
Hong, Yongmiao
Härdle, Wolfgang
Moosa, Imad A.
Phillips, Peter C. B.
Fengler, Matthias
3
Chen, Cathy Yi-Hsuan
1
Dare, Wale
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Liu, Yanchu
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Discussion paper / Universität Sankt Gallen, School of Economics and Political Science, Department of Economics
Cowles Foundation discussion paper
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Discussion papers of interdisciplinary research project 373
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Econometric theory
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Textual sentiment, option characteristics, and stock return predictability
Chen, Cathy Yi-Hsuan
;
Fengler, Matthias
;
Härdle, Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10011912921
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