Showing 1 - 10 of 780
Persistent link: https://www.econbiz.de/10009766760
Persistent link: https://www.econbiz.de/10010243163
Persistent link: https://www.econbiz.de/10011482310
Persistent link: https://www.econbiz.de/10011566349
Persistent link: https://www.econbiz.de/10011297664
Persistent link: https://www.econbiz.de/10013167729
Persistent link: https://www.econbiz.de/10012817730
Persistent link: https://www.econbiz.de/10012799054
Persistent link: https://www.econbiz.de/10012612865
Drawing upon more than 12 million observations over the period from 1996 to 2020, we find that allowing for nonlinearities significantly increases the out-of-sample performance of option and stock characteristics in predicting future option returns. Besides statistical significance, the...
Persistent link: https://www.econbiz.de/10012620725