Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
}
TY - JOUR
T1 - Option-implied volatilities and stock returns
T2 - evidence from industry-neutral portfolios
AU - Shackleton, Mark
AU - Liu, Xiaoquan
AU - Zhang, Yuanyuan
AU - Pong, Shiuyan
PY - 2014
Y1 - 2014
U2 - 10.3905/jpm.2014.41.1.065
DO - 10.3905/jpm.2014.41.1.065
M3 - Journal article
VL - 41
SP - 65
EP - 77
JO - Journal of Portfolio Management
JF - Journal of Portfolio Management
SN - 0095-4918
IS - 1
ER -