The Variation in Variance Risk Premium and its Predictive...

The Variation in Variance Risk Premium and its Predictive Power: Evidence from Option Market Sentiments

Chung, Y. Peter, Yoon, Sun-Joong
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Volume:
10
Journal:
Quarterly Journal of Finance
DOI:
10.1142/S201013922050010X
Date:
September, 2020
File:
PDF, 365 KB
2020
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