Equity Option Returns and the Fama–French Six-Factor Model: An Empirical Examination of Option Anomalies

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Keywords	Option Pricing, Equity Options, Fama–French, Factor Models, Market Anomalies
Thesis Advisor	Cosemans, Mathijs, Ralcheva, Aleksandrina
Persistent URL	hdl.handle.net/2105/79677
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	Wu, Edward. (2025). Equity Option Returns and the Fama–French Six-Factor Model: An Empirical Examination of Option Anomalies. In Finance & Investments.http://hdl.handle.net/2105/79677

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