What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
| Autor: | Xing, Yuhang1 (AUTHOR) yxing@rice.edu, Zhang, Xiaoyan2 (AUTHOR) xz69@cornell.edu, Zhao, Rui3 (AUTHOR) rui.zhao@blackrock.com |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Jun2010, Vol. 45 Issue 3, p641-662. 22p. 7 Charts, 1 Graph. |
| Databáze: | Business Source Ultimate |
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