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Option-implied volatilities and stock returns : evidence from industry-neutral portfolios

Shackleton, Mark and Liu, Xiaoquan and Zhang, Yuanyuan and Pong, Shiuyan (2014) Option-implied volatilities and stock returns : evidence from industry-neutral portfolios. Journal of Portfolio Management, 41 (1). pp. 65-77. ISSN 0095-4918

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Item Type:
Journal Article
Journal or Publication Title:
Journal of Portfolio Management
Uncontrolled Keywords:
/dk/atira/pure/subjectarea/asjc/2000/2003
Subjects:
?? financegeneral business,management and accountingeconomics and econometricsaccountingbusiness, management and accounting(all) ??
Departments:
Lancaster University Management School > Accounting & Finance
ID Code:
70957
Deposited By:
ep_importer_pure
Deposited On:
22 Sep 2014 12:09
Refereed?:
Yes
Published?:
Published
Last Modified:
01 Nov 2024 01:06
URI:
https://eprints.lancs.ac.uk/id/eprint/70957