The Joint Cross Section of Stocks and Options
收藏NBER2013-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19590
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资源简介：
Stocks with large increases in call implied volatilities over the previous month tend to have high future returns while stocks with large increases in put implied volatilities over the previous month tend to have low future returns. Sorting stocks ranked into decile portfolios by past call implied
提供机构：
美国国家经济研究局
创建时间：
2013-10-01
