scholarly journals Option-Implied Volatility Measures and Stock Return Predictability

2016 ◽  
Vol 24 (1) ◽  
pp. 58-78 ◽  
Author(s):  
Xi Fu ◽  
Y. Eser Arisoy ◽  
Mark B. Shackleton ◽  
Mehmet Umutlu
Keyword(s):  
Stock Return ◽  
Implied Volatility ◽  
Return Predictability ◽  
Stock Return Predictability

scholarly journals Option-Implied Volatility Measures and Stock Return Predictability

2013 ◽  
Author(s):  
Xi Fu ◽  
Yakup Eser Arisoy ◽  
Mark B. Shackleton ◽  
Mehmet Umutlu
Keyword(s):  
Stock Return ◽  
Implied Volatility ◽  
Return Predictability ◽  
Stock Return Predictability

Real Assets Investor Sentiment and International Stock Return Predictability

2015 ◽  
Author(s):  
Nikos C. Papapostolou ◽  
Panos K. Pouliasis ◽  
Nikos K. Nomikos ◽  
Ioannis Kyriakou
Keyword(s):  
Stock Return ◽  
Investor Sentiment ◽  
Return Predictability ◽  
Stock Return Predictability ◽  
Real Assets
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