• No results found

18 results with keyword: 'option implied volatility measures and stock return predictability'

Option implied volatility measures and stock return predictability

Options are forward-looking instruments and option-implied measures contain valuable information regarding investors’ expectations about the return process of the underlying

Protected

N/A

42
0
0
2021
Implied Idiosyncratic Volatility and Stock Return Predictability

1 Extended version of this paper is available online.. The following sample selection criteria are imposed: 1) Full information (daily basis) for trade options, 2) Daily stock

Protected

N/A

16
0
0
2020
Implied idiosyncratic volatility and stock return predictability

The findings confirm the impact of idiosyncratic volatility on stock returns predictability; the best predictor among the different volatility measures used is the

Protected

N/A

17
0
0
2021
Relevance of Krishna's emotional work in Depression-Relief

vk/;kfRed deZ O;fDr dks volkn ls cpkrs gSa —".kHkkoukHkkfor deZ Hkh vk/;kfRed deZ ls lEc) gS D;ksafd —".kHkkoukHkkfor deZ dks djus okyk O;fDr —".k ds izfr vklDr jgrk

Protected

N/A

7
0
0
2020
Human T cell lymphotropic virus type 1- associated infective dermatitis in KwaZulu Natal, South Africa

: Human T cell lymphotropic virus type 1- associated infective dermatitis in KwaZulu Natal,

Protected

N/A

5
0
0
2020
For Date: 12/07/ Monday

CO TRAFFIC WARNING ISSUED... CO

Protected

N/A

6
0
0
2021
Intuitionistic Fuzzy G-e-locally Continuous and Irresolute Functions

D.Sobana, V.Chandrasekar and A.Vadivel, On fuzzy e -open sets, fuzzy e - continuity and fuzzy e -compactness in intuitionistic fuzzy topological

Protected

N/A

13
0
0
2020
Trading in the Options Market around Financial Analysts Consensus Revisions

We use four measures to investigate the options market behavior around the announcement of a revision: option-implied stock price, implied volatility spread, implied

Protected

N/A

23
0
0
2021
Embedded formative assessment and classroom process quality. How do they interact in promoting students\u27 science understanding

How do they interact in promoting students' science understanding - In: American educational research journal 52 (2015) 6, S.. 1-27 -

Protected

N/A

28
0
0
2021
Comparing efficacy of preemptively used lornoxicam and tramadol for postoperative pain in patients underwent laparoscopic cholecystectomy

According to these results, we used lornoxicam and tramadol preemptively so as to have good analgesia with lower analgesic demand.. Preemptive analgesia prevents secondary

Protected

N/A

6
0
0
2021
Unit 3: Exponents, Logarithms & Radical Functions

Mathematically proficient students check their answers to problems using a different method, and they continually ask themselves, “Does this make sense?” They can understand

Protected

N/A

19
0
0
2021
Ireland as a Location for Your Intellectual Property Trading Company

The R&D credit reduces a company’s corporation tax liability for the current year. The tax credit is in addition to the corporation tax deduction available at 12.5%

Protected

N/A

5
0
0
2021
Attitudes of Libyan students towards ICT's applications and E-learning in the UK

The findings showed that Libyan students had positive attitudes towards e-learning; our findings achieved research objectives and answered the research question

Protected

N/A

8
0
0
2021
Apply For International Drivers Licence Australia

Certain overseas drivers with international australia post is a provisional licence is the number, those you can use our form mean it couriered please include a motorbike!.

Protected

N/A

8
0
0
2021
Year: 2013 Volume: 1 Number: 1

Using iPad apps to read, write, or communicate may facilitate the emergence of the roots of literacy in digital environments, similar to those that adults frequently use, and

Protected

N/A

10
0
0
2020
Initiated - TRAFFIC /MOTOR VEH. CO TRAFFIC WARNING ISSUED Location/Address: WESTFORD RD

CO TRAFFIC WARNING ISSUED. Location/Address: SANDY

Protected

N/A

7
0
0
2021
Option Returns and the Cross-Sectional Predictability of Implied Volatility

Specification (1) in Table 2 shows that an increase in IV is negatively related to the lagged level of IV, which implies that stocks’ implied volatilities revert towards the

Protected

N/A

45
0
0
2021

Upload more documents and download any material studies right away!