Skip to contents Schlag, Christian [Author]; Sichert, Tobias [Author] The Shape of the Pricing Kernel and Expected Option Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3708791 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: Swedish House of Finance Research Paper 20-25 Stotz, Olaf [Author] The equity curve and its relation to future stock returns Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020 Jeon, Yoontae [Author] ; Kan, Raymond [Other]; Li, Gang [Other] Stock Return Autocorrelations and Expected Option Returns Books View online Schließen > Access https://ssrn.com/abstract=3363331 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Daviaud, Olivier [Author] How Close to Realised Vol Should Implied Vol Trade? Books View online Schließen > Access https://ssrn.com/abstract=4495530 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Daviaud, Olivier [Author]; Mukhopadhyay, Abhishek [Author] Linking the Performance of Vanilla Options to the Volatility Premium Books View online Schließen > Access https://ssrn.com/abstract=3921076 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Jaisinghani, Nikhil [Author] Estimating the Market's Expected Return and Uncertainty from Option Prices Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4370439 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Jaisinghani, Nikhil [Author] Estimating the Market's Expected Return and Uncertainty from Option Prices Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4470159 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Dwyer, Gerald P. [Author]; Barnhart, Cora [Author] Returns to investors in stocks in new industries Books View online Schließen > Links http://hdl.handle.net/10419/70647 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2008 Hu, Guanglian [Author] The Pricing of Realized, Implied, and Expected Market Volatilities in the Cross-Section of Stock Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4039002 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Crego, Julio A. [Author]; Soerlie Kvaerner, Jens [Author]; Stam, Marc [Author] Machine Learning and Expected Returns Books View online Schließen > Access https://ssrn.com/abstract=4345646 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Choy, Siu Kai [Author]; Wei, Jason [Author] Liquidity risk and expected option returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2713915 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Toronto]: [University of Toronto - Rotman School of Management], January 4, 2016 Published in: Joseph L. Rotman School of Management: Rotman School of Management working paper ; 2713915 Hiraki, Kazuhiro [Author]; Skiadopoulos, George [Author] The contribution of transaction costs to expected stock returns : a novel measure Books View online Schließen > Access https://www.qmul.ac.uk/sef/media/econ/research/workingpapers/wp946.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2023] Published in: School of Economics and Finance: Working paper ; 946 Hiraki, Kazuhiro [Author]; Skiadopoulos, George S. [Author] The Contribution of Transaction Costs to Expected Stock Returns : A Novel Measure Books View online Schließen > Access https://ssrn.com/abstract=4318478 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Ulmann, Florian [Author] Understanding asset price dynamics in the presence of option hedging, circuit breakers and cash flow growth Books View online Schließen > Access More information on the full text Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Zurich, 2021 Klos, Alexander [Author]; Langer, Thomas [Author]; Weber, Martin [Author] Über kurz oder lang : welche Rolle spielt der Anlagehorizont bei Investitionsentscheidungen? Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Mannheim: Univ. Mannheim, Sonderforschungsbereich 504, 2002 Published in: Sonderforschungsbereich Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung: Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung ; 02-49 Huang, Tao [Author] ; Jiang, Liang [Other]; Li, Junye [Other] Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns Books View online Schließen > Access https://ssrn.com/abstract=3628444 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Hiraki, Kazuhiro [Author]; Skiadopoulos, George [Author] The contribution of transaction costs to expected stock returns: A novel measure Books View online Schließen > Links http://hdl.handle.net/10419/284296 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2023 Giugale, Marcelo [Author]; McGuirk, Eoin [Author]; Rajaram, Anand [Author] The Political Economy of Direct Dividend Transfers in Resource-Rich Countries : A Theoretical Consideration Books View online Schließen > Access http://hdl.handle.net/10986/23894 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2016 Published in: Policy Research Working Paper ; No. 7575 Klapper, Leora F. [Author]; Sarria-Allende, Virginia [Author]; Sulla, Victor [Author] Small- and Medium-Size Enterprise Financing in Eastern Europe Books View online Schließen > Access http://hdl.handle.net/10986/19200 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2002 Published in: Policy Research Working Paper ; No. 2933 Hochman, Gal [Author]; Sexton, Steven E. [Author]; Zilberman, David [Author] Food Safety, the Environment, and Trade Books View online Schließen > Access http://hdl.handle.net/10986/28195 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2008 Published in: Agricultural Distortions Working Paper ; 67
Schlag, Christian [Author]; Sichert, Tobias [Author] The Shape of the Pricing Kernel and Expected Option Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=3708791 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021] Published in: Swedish House of Finance Research Paper 20-25
Stotz, Olaf [Author] The equity curve and its relation to future stock returns Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2020
Jeon, Yoontae [Author] ; Kan, Raymond [Other]; Li, Gang [Other] Stock Return Autocorrelations and Expected Option Returns Books View online Schließen > Access https://ssrn.com/abstract=3363331 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Daviaud, Olivier [Author] How Close to Realised Vol Should Implied Vol Trade? Books View online Schließen > Access https://ssrn.com/abstract=4495530 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Daviaud, Olivier [Author]; Mukhopadhyay, Abhishek [Author] Linking the Performance of Vanilla Options to the Volatility Premium Books View online Schließen > Access https://ssrn.com/abstract=3921076 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2021]
Jaisinghani, Nikhil [Author] Estimating the Market's Expected Return and Uncertainty from Option Prices Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4370439 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Jaisinghani, Nikhil [Author] Estimating the Market's Expected Return and Uncertainty from Option Prices Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4470159 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Dwyer, Gerald P. [Author]; Barnhart, Cora [Author] Returns to investors in stocks in new industries Books View online Schließen > Links http://hdl.handle.net/10419/70647 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Atlanta, GA: Federal Reserve Bank of Atlanta, 2008
Hu, Guanglian [Author] The Pricing of Realized, Implied, and Expected Market Volatilities in the Cross-Section of Stock Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4039002 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Crego, Julio A. [Author]; Soerlie Kvaerner, Jens [Author]; Stam, Marc [Author] Machine Learning and Expected Returns Books View online Schließen > Access https://ssrn.com/abstract=4345646 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Choy, Siu Kai [Author]; Wei, Jason [Author] Liquidity risk and expected option returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=2713915 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Toronto]: [University of Toronto - Rotman School of Management], January 4, 2016 Published in: Joseph L. Rotman School of Management: Rotman School of Management working paper ; 2713915
Hiraki, Kazuhiro [Author]; Skiadopoulos, George [Author] The contribution of transaction costs to expected stock returns : a novel measure Books View online Schließen > Access https://www.qmul.ac.uk/sef/media/econ/research/workingpapers/wp946.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: School of Economics and Finance, Queen Mary University of London, [2023] Published in: School of Economics and Finance: Working paper ; 946
Hiraki, Kazuhiro [Author]; Skiadopoulos, George S. [Author] The Contribution of Transaction Costs to Expected Stock Returns : A Novel Measure Books View online Schließen > Access https://ssrn.com/abstract=4318478 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Ulmann, Florian [Author] Understanding asset price dynamics in the presence of option hedging, circuit breakers and cash flow growth Books View online Schließen > Access More information on the full text Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Zurich, 2021
Klos, Alexander [Author]; Langer, Thomas [Author]; Weber, Martin [Author] Über kurz oder lang : welche Rolle spielt der Anlagehorizont bei Investitionsentscheidungen? Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Mannheim: Univ. Mannheim, Sonderforschungsbereich 504, 2002 Published in: Sonderforschungsbereich Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung: Sonderforschungsbereich 504, Rationalitätskonzepte, Entscheidungsverhalten und Ökonomische Modellierung ; 02-49
Huang, Tao [Author] ; Jiang, Liang [Other]; Li, Junye [Other] Downside Variance Premium, Firm Fundamentals, and Expected Corporate Bond Returns Books View online Schließen > Access https://ssrn.com/abstract=3628444 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020]
Hiraki, Kazuhiro [Author]; Skiadopoulos, George [Author] The contribution of transaction costs to expected stock returns: A novel measure Books View online Schließen > Links http://hdl.handle.net/10419/284296 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. London: Queen Mary University of London, School of Economics and Finance, 2023
Giugale, Marcelo [Author]; McGuirk, Eoin [Author]; Rajaram, Anand [Author] The Political Economy of Direct Dividend Transfers in Resource-Rich Countries : A Theoretical Consideration Books View online Schließen > Access http://hdl.handle.net/10986/23894 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2016 Published in: Policy Research Working Paper ; No. 7575
Klapper, Leora F. [Author]; Sarria-Allende, Virginia [Author]; Sulla, Victor [Author] Small- and Medium-Size Enterprise Financing in Eastern Europe Books View online Schließen > Access http://hdl.handle.net/10986/19200 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2002 Published in: Policy Research Working Paper ; No. 2933
Hochman, Gal [Author]; Sexton, Steven E. [Author]; Zilberman, David [Author] Food Safety, the Environment, and Trade Books View online Schließen > Access http://hdl.handle.net/10986/28195 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. World Bank, Washington, DC, 2008 Published in: Agricultural Distortions Working Paper ; 67
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