Option Returns and Disagreement Risk

2008 ◽  
Author(s):  
Andrea Buraschi ◽  
Fabio Trojani ◽  
Andrea Vedolin
Keyword(s):  
Option Returns

The Puzzle of Index Option Returns

CFA Digest ◽  
2014 ◽  
Vol 44 (6) ◽  
Author(s):  
Brindha Gunasingham
Keyword(s):  
Option Returns ◽  
Index Option

Cross-Section of Option Returns and Coskewness Risk

2011 ◽  
Author(s):  
Te-Feng Chen ◽  
San-Lin Chung ◽  
Meng-Lan Yueh
Keyword(s):  
Cross Section ◽  
Option Returns

Consumption Risk and the Cross-Section of Option Returns

2018 ◽  
Author(s):  
Kevin Aretz ◽  
Hening Liu ◽  
Shuwen Yang ◽  
Yuzhao Zhang
Keyword(s):  
Cross Section ◽  
Option Returns ◽  
The Cross ◽  
Consumption Risk
Sign in / Sign up

Export Citation Format

Share Document