Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options

Review of Financial Studies

Volumn 16, Issue 1, 2003, Pages 101-143

  Bakshi, Gurdip ^a   Kapadia, Nikunj ^b   Madan, Dilip ^c  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNIVERSITY OF MASSACHUSETTS   (United States)

^c UNIVERSITY OF MARYLAND   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0037266639     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/16.1.0101     Document Type: Article

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