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Option return predictability
Zhan, Xintong; Han, Bing; Cao, Jie; Tong, Qing - In: The review of financial studies 35 (2022) 3, pp. 1394-1442
Persistent link: https://www.econbiz.de/10012878994
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Stock return predictability : is it there?
Ang, Andrew; Bekaert, Geert - In: The review of financial studies 20 (2007) 3, pp. 651-707
Persistent link: https://www.econbiz.de/10003554618
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The restrictions on predictability implied by rational asset pricing models
Kirby, Chris - In: The review of financial studies 11 (1998) 2, pp. 343-382
Persistent link: https://www.econbiz.de/10001244459
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Implementing statistical criteria to select return forecasting models : what do we learn?
Bossaerts, Peter L.; Hillion, Pierre Henri - In: The review of financial studies 12 (1999) 2, pp. 405-428
Persistent link: https://www.econbiz.de/10001421811
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Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.; Kapadia, Nikunj; Madan, Dilip B. - In: The review of financial studies 16 (2003) 1, pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
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Jumps in financial markets : a new nonparametric test and jump dynamics
Lee, Suzanne S.; Mykland, Per A. - In: The review of financial studies 21 (2008) 6, pp. 2535-2563
Persistent link: https://www.econbiz.de/10003805074
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Options trading costs are lower than you think
Muravyev, Dmitriy; Pearson, Neil D. - In: The review of financial studies 33 (2020) 11, pp. 4973-5014
Persistent link: https://www.econbiz.de/10012387406
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Mispricing of S&P 500 index options
Kōnstantinidēs, Giōrgos; Jackwerth, Jens Carsten; … - In: The review of financial studies 22 (2009) 3, pp. 1247-1277
Persistent link: https://www.econbiz.de/10003827736
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Efficient trading strategies in the presence of market frictions
Jouini, Elyès; Kallal, Hédi D. - In: The review of financial studies 14 (2001) 2, pp. 343-369
Persistent link: https://www.econbiz.de/10001570565
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Option return predictability with machine learning and big data
Bali, Turan G.; Beckmeyer, Heiner; Mörke, Mathis; … - In: The review of financial studies 36 (2023) 9, pp. 3548-3602
Persistent link: https://www.econbiz.de/10014331550