Composite implied volatility score and the cross-section of option returns

Additional Metadata
Keywords	Options, Implied volatility, Straddle, Score
Thesis Advisor	Alexandrou, George, Cosemans, Mathijs
Persistent URL	hdl.handle.net/2105/62395
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA 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	Lozar, Primož. (2022). Composite implied volatility score and the cross-section of option returns. In Finance & Investments.http://hdl.handle.net/2105/62395

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