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The joint cross section of stocks and options
An, Byeong-Je; Ang, Andrew; Bali, Turan G.; Cakici, Nusret - In: The journal of finance : the journal of the American … 69 (2014) 5, pp. 2279-2337
Persistent link: https://www.econbiz.de/10010489666
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The Joint Cross Section of Stocks and Options
Ang, Andrew - 2012
increases in implied volatility over the next month, but realized volatility tends to decrease. The results are consistent with …
Persistent link: https://www.econbiz.de/10013116493