2022-06-28
Composite implied volatility score and the cross-section of option returns
Publication
Publication
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Alexandrou, George, Cosemans, Mathijs | |
hdl.handle.net/2105/62395 | |
Finance & Investments | |
Organisation | Rotterdam School of Management |
Lozar, Primož. (2022, June 28). Composite implied volatility score and the cross-section of option returns. Finance & Investments. Retrieved from http://hdl.handle.net/2105/62395
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