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A Comprehensive Look at the Option-Implied Predictors of Stock Returns

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Figure

Table 1: Summary Statistics
Table 2: Correlation Matrix
Table 3: . Implied Dividend Yield and Firm Characteristics
Table 4: Average Returns of Deciles Portfolios Sorted by the Implied Dividend Yield The table presents raw and risk-adjusted average returns of ten equal-weighted decile portfolio sorted by the ex-ante option-implied divided yield
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