Mishuk Chowdhury

University of Texas at Arlington

Department of Finance and Real estate

UTA Box 19449

Arlington, TX

United States

  • University of Texas at Arlington

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Cashing in on Fear: Implied Jump Risk Premium and the Cross-Section of Option Returns

Number of pages: 31 Posted: 22 Jun 2011
Mishuk Chowdhury, Peter P. Lung and John David Diltz
University of Texas at Arlington, University of Texas at Arlington and Central Michigan University - Department of Finance and Law
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Abstract:

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fear, jump risk, option returns