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~person:"Andreou, Panayiotis C."
~person:"Fahlenbrach, Rüdiger"
~subject:"Volatility"
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Andreou, Panayiotis C.
Fahlenbrach, Rüdiger
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11
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Differences in options investors' expectations and the cross-section of stock returns
Andreou, Panayiotis C.
;
Kagkadis, Anastasios
;
Philip, Dennis
- In:
Journal of banking & finance
94
(
2018
),
pp. 315-336
Persistent link: https://www.econbiz.de/10011966661
Saved in:
2
Market frictions and seemingly anomalous co-movements of index options and index futures quotes
Fahlenbrach, Rüdiger
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002660336
Saved in:
3
Does information drive trading in option strategies?
Fahlenbrach, Rüdiger
;
Sandås, Patrik
- In:
Journal of banking & finance
34
(
2010
)
10
,
pp. 2370-2385
Persistent link: https://www.econbiz.de/10008857746
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