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Implied volatility spread and stock mispricing
Cao, Zhen; Chelikani, Surya; Kilic, Osman; Wang, Xuewu - In: The journal of behavioral finance : a publication of … 25 (2024) 1, pp. 79-91
Persistent link: https://www.econbiz.de/10014513781
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Revisiting the ICAPM under the distortion of risk-return tradeoff in short-horizon stock returns
Chelikani, Surya; Nam, Kiseok; Wang, Xuewu - In: Review of financial economics : RFE 41 (2023) 2, pp. 109-135
Persistent link: https://www.econbiz.de/10014278645
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Past stock returns and the max effect
Chelikani, Surya; Kilic, Osman; Wang, Xuewu - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 338-352
Persistent link: https://www.econbiz.de/10013353014