The predictive power of put-call parity deviations for future short-maturity option returns

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Keywords	put-call parity, short-maturity options, option return predictability, retail investors, behavioural biases
Thesis Advisor	Cosemans, Mathijs, van Oijen, Pieter
Persistent URL	hdl.handle.net/2105/79682
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	van Tuel, Maties. (2025). The predictive power of put-call parity deviations for future short-maturity option returns. In Finance & Investments.http://hdl.handle.net/2105/79682

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