What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 45 (2010)
Issue (Month): 03 (June)
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- Johnson, Travis L. & So, Eric C., 2012. "The option to stock volume ratio and future returns," Journal of Financial Economics, Elsevier, vol. 106(2), pages 262-286.
- Hett, Florian & Schmidt, Alexander, 2013. "Bank rescues and bailout expectations: The erosion of market discipline during the financial crisis," SAFE Working Paper Series 36, Center of Excellence SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
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