Ruslan Tuneshev

Durham University Business School

Durham University Business School

Mill Hill Lane

Durham, Durham DH1 3LB

United Kingdom

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Scholarly Papers (1)

1.

Differences in Options Investors' Expectations and the Cross-Section of Stock Returns

Number of pages: 59 Posted: 17 Apr 2015 Last Revised: 20 May 2017
Cyprus University of Technology, Lancaster University - Department of Accounting and Finance, Durham University Business School and Durham University Business School
Downloads 65 (98,274)

Abstract:

Dispersion of Beliefs; Disagreement in Options Market; Cross-Section of Stock Returns; Equity Options; Option Trading Volume