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Price delay and post-earnings announcement drift anomalies : the role of option-implied betas
Ho, Hwai-chung; Tsai, Wei-Che - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012667185
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Option-implied equity risk and the cross section of stock returns
Chen, Te-Feng; Chung, San-Lin; Tsai, Wei-Che - In: Financial analysts' journal : FAJ 72 (2016) 6, pp. 42-55
Persistent link: https://www.econbiz.de/10011574798