Option-implied volatilities and stock returns - Research Portal

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

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

<mark>Journal publication date</mark>	2014
<mark>Journal</mark>	Journal of Portfolio Management
Issue number	1
Volume	41
Number of pages	13
Pages (from-to)	65-77
Publication Status	Published
<mark>Original language</mark>	English