Work

Option-Implied Information and Predictability of Extreme Returns

Year: 2013

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2209654

Authors: Grigory Vilkov, Yan Xiao

Institutions: Frankfurt School of Finance & Management, Goethe University Frankfurt

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122243457

Cites: 44

Cited by: 15

Related to: 10