Durga Panda

Fordham University

113 West 60th Street

New York, NY 10023

United States

SCHOLARLY PAPERS

1

DOWNLOADS

26

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

An Examination of Ex Ante Risk and Return in the Cross-Section Using Option-Implied Information

Forthcoming, European Journal of Finance.
Number of pages: 44 Posted: 24 Jun 2020 Last Revised: 07 Jan 2021
Korea University Business School, affiliation not provided to SSRN, Liaoning University and Fordham University
Downloads 26 (596,516)

Abstract:

Loading...

Option-implied return, Option-implied beta, Risk-adjusted option pricing model, Cross-section of expected returns, Macroeconomic condition