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An empirical investigation of option returns: overpricing and the role of higher systematic moments

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

Published

Standard

An empirical investigation of option returns: overpricing and the role of higher systematic moments. / O'Brien, F; Shackleton, M B.
In: Derivatives Use, Trading and Regulation, Vol. 10, No. 4, 2004, p. 300-330.

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

Harvard

O'Brien, F & Shackleton, MB 2004, 'An empirical investigation of option returns: overpricing and the role of higher systematic moments', Derivatives Use, Trading and Regulation, vol. 10, no. 4, pp. 300-330.

APA

O'Brien, F., & 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), 300-330.

Vancouver

O'Brien F, Shackleton MB. An empirical investigation of option returns: overpricing and the role of higher systematic moments. Derivatives Use, Trading and Regulation. 2004;10(4):300-330.

Author

O'Brien, F ; Shackleton, M B. / An empirical investigation of option returns: overpricing and the role of higher systematic moments. In: Derivatives Use, Trading and Regulation. 2004 ; Vol. 10, No. 4. pp. 300-330.

Bibtex

@article{1080a5f38f1f432cb9095b54667b1ff8,
title = "An empirical investigation of option returns: overpricing and the role of higher systematic moments",
author = "F O'Brien and Shackleton, {M B}",
year = "2004",
language = "English",
volume = "10",
pages = "300--330",
journal = "Derivatives Use, Trading and Regulation",
issn = "1357-0927",
number = "4",

}

RIS

TY - JOUR

T1 - An empirical investigation of option returns: overpricing and the role of higher systematic moments

AU - O'Brien, F

AU - Shackleton, M B

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 10

SP - 300

EP - 330

JO - Derivatives Use, Trading and Regulation

JF - Derivatives Use, Trading and Regulation

SN - 1357-0927

IS - 4

ER -