Work

Return-Volatility Correlations and Option Returns

Year: 2026

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.7425478

Authors: Xinfeng Ruan, Jingda YAN

Institutions: Xi’an Jiaotong-Liverpool University, Renmin University of China

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W7212437445

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