An empirical investigation of option returns: overpricing and the role of higher systematic moments

O'Brien, F and Shackleton, M B (2004) An empirical investigation of option returns: overpricing and the role of higher systematic moments. Derivatives Use, Trading and Regulation, 10 (4). pp. 300-330. ISSN 1357-0927

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Item Type: Journal Article
Journal or Publication Title: Derivatives Use, Trading and Regulation
Uncontrolled Keywords: /dk/atira/pure/subjectarea/aacsb/contributionstopractice
Subjects:
Departments: Lancaster University Management School > Accounting & Finance
ID Code: 44424
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 18:15
Refereed?: Yes
Published?: Published
Last Modified: 22 Jun 2019 03:58
URI: https://eprints.lancs.ac.uk/id/eprint/44424

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