Implied volatility and the cross section of stock returns in the UK

Research in International Business and Finance - Tập 48 - Trang 271-286 - 2019
Sunil S. Poshakwale1, Pankaj Chandorkar2, Vineet Agarwal3
1Centre of Research in Finance, Cranfield School of Management, Cranfield University, England, MK43 0AL, United Kingdom
2Northumbria University, Newcastle Business School, Department of Accounting and Financial Management, City Campus East 1, Newcastle upon Tyne, NE1 8ST, United Kingdom
3Centre for Research in Finance, Cranfield School of Management, Cranfield University, England, MK43 0AL, United Kingdom

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