Differences in options investors’ expectations and the cross-section of stock returns-Reference-Cited by-同舟云学术

Differences in options investors’ expectations and the cross-section of stock returns

Published:2018-09 Issue: Volume:94 Page:315-336
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Andreou Panayiotis C.^ORCID,Kagkadis Anastasios^ORCID,Philip Dennis^ORCID,Tuneshev Ruslan

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference84 articles.

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2. The joint cross section of stocks and options;An;J. Financ.,2014

3. The impact of risk and uncertainty on expected returns;Anderson;J. Financ. Econ.,2009

4. Andreou, P., Kagkadis, A., Maio, P., Philip, D., 2018. Dispersion in Options Investors’ Expectations and Stock Return Predictability. Working Paper, SSRN.

5. The cross-section of volatility and expected returns;Ang;J. Financ.,2006

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