Xuguang Li

The People's Bank of China (PBC) - Shanghai Head Office

181 East Lujiazui Road

Shanghai, 200120

China

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Scholarly Papers (1)

1.

Option-Implied Betas and the Cross Section of Stock Returns

Journal of Futures Markets, Forthcoming
Number of pages: 30 Posted: 29 Apr 2018 Last Revised: 25 Jun 2018
University of Bristol, School of Accounting and Financeaffiliation not provided to SSRN, The People's Bank of China (PBC) - Shanghai Head Office and University of International Business and Economics (UIBE) - School of Banking and Finance
Downloads 143 (284,562)

Abstract:

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Option-Implied Beta, Downside Beta, Cross Section, Stock Returns