The Predictability of Option Measures for Equity Returns under Informational Uncertainty

Additional Metadata
Keywords	options, predicting equity returns, information uncertainty, informed trading, Panel regression
Thesis Advisor	Cosemans, Mathijs, Fu, Gelly
Persistent URL	hdl.handle.net/2105/54034
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Lieb, Frederick. (2020, July 10). The Predictability of Option Measures for Equity Returns under Informational Uncertainty. Finance & Investments. Retrieved from http://hdl.handle.net/2105/54034

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