Work

Implied volatility and future portfolio returns

Year: 2007

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2006.12.007

Authors: Prithviraj S. Banerjee, James S. Doran, David R. Peterson

Institution: Florida State University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Florida State University, University of Missouri

OpenAlex ID: W3125156342

FWCI: 8.281

Cites: 28

Cited by: 195

Related to: 10