Index option prices and stock market momentum

Journal of Business

Volumn 77, Issue 4, 2004, Pages 835-873

  Amin, Kaushik ^a   Coval, Joshua D ^b   Seyhun, H Nejat ^c  

^a LEHMAN BROTHERS   (United States)

^b HARVARD UNIVERSITY   (United States)

^c UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 15744390263     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/422440     Document Type: Article

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