Yuanyu Yang

University of Newcastle - Business School

Newcastle upon Tyne, NE1 7RU

United Kingdom

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Option Implied Liquidity and Stock Returns

Number of pages: 49 Posted: 16 Oct 2017 Last Revised: 11 May 2019
Minh Nguyen and Yuanyu Yang
Newcastle University Business School and University of Newcastle - Business School
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Abstract:

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Il-liquidity, Asset pricing, Return predictability