Exploring the effects of option Charm on return predictability

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Keywords	options, options markets, return predictability, anomalies, charm, option greek
Thesis Advisor	Cosemans, Mathijs, Ralcheva, Aleksandrina
Persistent URL	hdl.handle.net/2105/79676
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	Lacorum, Patrick. (2025). Exploring the effects of option Charm on return predictability. In Finance & Investments.http://hdl.handle.net/2105/79676

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