Jere Rutanen

University of Vaasa

P.O. Box 700

Wolffintie 34

FIN-65101 Vaasa, FI-65101

Finland

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Scholarly Papers (1)

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Factor Momentum, Investor Sentiment, and Option-Implied Volatility-Scaling

Number of pages: 50 Posted: 04 Jun 2020
Jere Rutanen and Klaus Grobys
University of Vaasa and University of Vaasa
Downloads 57 (423,068)

Abstract:

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sset pricing, factor momentum, investor sentiment, option-implied volatility scaling, VIX