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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.
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
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Header DbId: bsu
DbLabel: Business Source Ultimate
An: 99329201
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
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  Data: Option-Implied Volatilities and Stock Returns: Evidence from Industry-Neutral Portfolios.
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  Data: <searchLink fieldCode="AR" term="%22XIAOQUAN+LIU%22">XIAOQUAN LIU</searchLink><relatesTo>1</relatesTo><i> xiaoquan.liu@nottingham.edu.cn</i><br /><searchLink fieldCode="AR" term="%22PONG%2C+EDDIE+S%2E+Y%2E%22">PONG, EDDIE S. Y.</searchLink><relatesTo>2</relatesTo><i> eddie.pong@ftse.com</i><br /><searchLink fieldCode="AR" term="%22SHACKLETON%2C+MARK+B%2E%22">SHACKLETON, MARK B.</searchLink><relatesTo>3</relatesTo><i> m.shackleton@lancaster.ac.uk</i><br /><searchLink fieldCode="AR" term="%22YUANYUAN+ZHANG%22">YUANYUAN ZHANG</searchLink><relatesTo>4</relatesTo><i> zhangy@ln.edu.hk</i>
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Portfolio+Management%22">Journal of Portfolio Management</searchLink>. Fall2014, Vol. 41 Issue 1, p65-77. 13p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=99329201
RecordInfo BibRecord:
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      – Type: doi
        Value: 10.3905/jpm.2014.41.1.065
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      – Code: eng
        Text: English
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        PageCount: 13
        StartPage: 65
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      – TitleFull: Option-Implied Volatilities and Stock Returns: Evidence from Industry-Neutral Portfolios.
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            NameFull: XIAOQUAN LIU
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            NameFull: PONG, EDDIE S. Y.
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              Text: Fall2014
              Type: published
              Y: 2014
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              Value: 41
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