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~person:"Fulkerson, Jon A."
~person:"Fusari, Nicola"
~subject:"Announcement effect"
~subject:"Risk"
~type_genre:"Arbeitspapier"
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Short-term market risks implied by weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2018
Persistent link: https://www.econbiz.de/10011797670
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The pricing of short-term market risk : evidence from weekly options
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2015
Persistent link: https://www.econbiz.de/10011347366
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