Retail clientele and option returns
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference44 articles.
1. The impact of trades on daily volatility;Avramov;Review of Financial Studies,2006
2. Delta-hedged gains and the negative market volatility risk premium;Bakshi;Review of Financial Studies,2003
3. Stock return characteristics, skew laws and the differential pricing of individual equity options;Bakshi;Review of Financial Studies,2003
4. Volatility spreads and expected stock returns;Bali;Management Science,2009
5. Do retail trades move markets?;Barber;Review of Financial Studies,2009
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2. Charming! Retail Option Volume and Delta Hedging Effects on Stock Pricing;SSRN Electronic Journal;2024
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