Author

Now showing items 1-1 of 1

    • Option-Implied Volatility Measures and Stock Return Predictability 

      Fu, X.; Arisoy, Y.E.; Shackleton, M.B.; Umutlu, M. (INST INVESTOR INC, 2016)
      Using firm-level option and stock data, we examine the predictive ability of option-implied volatility measures proposed by previous studies and recommend the best measure using up-to-date data. Portfolio-level analysis ...