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:
?? contributions to practice ??
ID Code:
44424
Deposited By:
Deposited On:
11 Jul 2011 18:15
Refereed?:
Yes
Published?:
Published
Last Modified:
15 Jul 2024 11:57