Option-Implied Volatilities and Stock Returns: Evidence from Industry-Neutral Portfolios.
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| Title: | Option-Implied Volatilities and Stock Returns: Evidence from Industry-Neutral Portfolios. |
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| Authors: | XIAOQUAN LIU1 xiaoquan.liu@nottingham.edu.cn, PONG, EDDIE S. Y.2 eddie.pong@ftse.com, SHACKLETON, MARK B.3 m.shackleton@lancaster.ac.uk, YUANYUAN ZHANG4 zhangy@ln.edu.hk |
| Source: | Journal of Portfolio Management. Fall2014, Vol. 41 Issue 1, p65-77. 13p. |
| Database: | Business Source Ultimate |
| ISSN: | 00954918 |
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| DOI: | 10.3905/jpm.2014.41.1.065 |
