Stock characteristics and their relationship with delta-hedged option returns around non-trading periods

Additional Metadata
Keywords	delta-hedged returns, non-trading periods, weekend, holiday, implied volatility, realized volatility
Thesis Advisor	Cosemans, Mathijs, ten Bosch, Eline
Persistent URL	hdl.handle.net/2105/54441
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	Paklaci, Sedat. (2020, July 16). Stock characteristics and their relationship with delta-hedged option returns around non-trading periods. Finance & Investments. Retrieved from http://hdl.handle.net/2105/54441

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