Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes
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Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes 2024年8月27日 - Review of Financial Studies Dataverse Goyal, Amit; Saretto, Alessio, 2024, "Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes", https://doi.org/10.7910/DVN/4LD1N0, Harvard Dataverse, V1, UNF:6:/tZ3kyVMEPHHBtzsb0KScw== [fileUNF] Replication code and data for "Can Equity Option Returns Be Explained by a Factor Model? IPCA Says Yes."
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2024-08-27



