The interconnectivity of straddle mispricing between earnings

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Keywords	implied volatility jump, realized jump, information spillover, mispricing, straddles, jump estimators
Thesis Advisor	Koeter, Joren, van Daalen, Roger
Persistent URL	hdl.handle.net/2105/74433
Series	Business Analytics & Management
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	van der Burg, Thijmen. (2024, July 30). The interconnectivity of straddle mispricing between earnings. Business Analytics & Management. Retrieved from http://hdl.handle.net/2105/74433

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