Items where Author is "O'Brien, F"
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Number of items: 2.
Journal Article
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
Monograph
Shackleton, M B and O'Brien, F (2004) An empirical investigation of UK option returns: overpricing and the role of higher systematic moments. Working Paper. The Department of Accounting and Finance, Lancaster University.