Home > Research > Publications & Outputs > An empirical investigation of option returns: o...
View graph of relations

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

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>2004
<mark>Journal</mark>Derivatives Use, Trading and Regulation
Issue number4
Volume10
Number of pages31
Pages (from-to)300-330
Publication StatusPublished
<mark>Original language</mark>English