Journal of Financial Markets Vol. 51 2020

Predicting the equity premium with the implied volatility spread

Charles Cao¹; Timothy T. Simin¹; Han Xiao

¹ Pennsylvania State University

DOI

10.1016/j.finmar.2019.100531

Volume

51

Pages

100531

Language

en

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓