Stock Return Autocorrelations and Expected Option Returns
Journal Articles
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Overview
publication date
has subject area
published in
Research
keywords
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Business & Economics
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CROSS-SECTION
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ILLIQUIDITY
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Management
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Operations Research & Management Science
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PREMIA
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PRICES
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RISK
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SPECIFICATION
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STOCHASTIC VOLATILITY
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Science & Technology
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Social Sciences
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Technology
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cross-section of option returns
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expected option returns
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option portfolios
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stock return autocorrelation
Identity
Digital Object Identifier (DOI)
Additional Document Info