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Poster (Scientific congresses and symposiums)
Implied Volatility Spread, Options’ Greeks and the Cross-Section of Stock Returns
Fays, Boris
2019
•
American Finance Association
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https://hdl.handle.net/2268/248553
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Poster_Solo 20180710.pdf
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Disciplines :
Finance
Author, co-author :
Fays, Boris
;
Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Analyse financière et finance d'entr.
Language :
English
Title :
Implied Volatility Spread, Options’ Greeks and the Cross-Section of Stock Returns
Publication date :
03 January 2019
Event name :
American Finance Association
Event date :
03/01/2019-09/01/2019
Audience :
International
Available on ORBi :
since 15 June 2020
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90 (2 by ULiège)
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3 (1 by ULiège)
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