When the Favorite Meets the Underdog: Implied Volatility...

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When the Favorite Meets the Underdog: Implied Volatility Spread and Option Returns

Doran, James S., Fodor, Andy, Jiang, Danling
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Year:
2012
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1640322
File:
PDF, 370 KB
english, 2012
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