Jia Zhai

affiliation not provided to SSRN

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Scholarly Papers (1)

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Investor Sentiment and Value and Growth Index Options

Number of pages: 37 Posted: 07 Aug 2011 Last Revised: 15 Dec 2011
University of Essex - Essex Business School, National Kapodistrian University of Athens - Faculty of Economics, Essex Business School and affiliation not provided to SSRN
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Abstract:

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Risk-neutral skewness, value premium, option market anomalies