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~isPartOf:"Fisher College of Business Working Paper"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Cakici, Nusret"
~subject:"Theorie"
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A New Approach to Measuring Riskiness in the Equity Market : Implications for the Risk Premium
Bali, Turan G.
-
2013
implied
volatility
(VIX), aggregate idiosyncratic
volatility
, and a large set of macroeconomic variables. We also provide …
Persistent link: https://www.econbiz.de/10013091047
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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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