What Does the Individual Option Volatility Smirk Tell Us...

Journal of Financial and Quantitative Analysis 2010 / 6 Vol. 45; Iss. 3

What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?

Xing, Yuhang, Zhang, Xiaoyan, Zhao, Rui
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Volume:
45
Language:
english
Journal:
Journal of Financial and Quantitative Analysis
DOI:
10.1017/s0022109010000220
Date:
June, 2010
File:
PDF, 150 KB
english, 2010
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