Asymmetry and the cross-section of option returns

Jianqiu Wang; Ke Wu; Sijie Yang; Dexin Zhou

doi:10.1016/j.finmar.2024.100932

Journal of Financial Markets Vol. 71 2024

Asymmetry and the cross-section of option returns

Jianqiu Wang¹; Ke Wu ²; Sijie Yang^3,4,5; Dexin Zhou⁶

¹ Capital University of Economics and Business · ² Renmin University of China · ³ Beijing Municipal Government · ⁴ People's Government of Shaanxi Province · ⁵ Zhejiang Medicine (China) · ⁶ Baruch College

DOI: 10.1016/j.finmar.2024.100932
Volume: 71
Pages: 100932
Language: en
Sources: crossref openalex

Asymmetry and the cross-section of option returns

Cite