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Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
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Information choice, uncertainty, and expected returns
Cao, Charles Q.; Gempesaw, David; Simin, Timothy T. - In: The review of financial studies 34 (2021) 12, pp. 5977-6031
Persistent link: https://www.econbiz.de/10012694513