Room 1242 CYT Building
Chinese University of Hong Kong - Department of Finance
in Total Papers Downloads
Option return; Idiosyncratic volatility; Market imperfections; Limits to arbitrage
Corporate social responsibility; peer effects; product markets; shareholder proposal; regression discontinuity
Corporate social responsibility, peer effects, shareholder proposal, regression discontinuity design
Strategic alliances, Return predictability, Limited attention
Costly arbitrage; Idiosyncratic risk; Mispricing
Institutional investors, investment constraints, market efficiency, momentum, tracking-error constraints, relative performance evaluation
CEO overconfidence, CEO option exercise, Stock mispricing, Growth
dence, CEO option exercise, Stock mispricing, Growth
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2977919.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
nonparametric, option pricing, empirical likelihood, robust, blocking time series
Mutual fund flows; ETFs; smart beta; asset pricing models; investor behavior
International Diversification, Mean Variance Spanning Tests, Exchange Traded Funds, Closed-End Country Funds, ADRs
Equity option returns; delta-neutral call writing; predictability; stock characteristics
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.451 seconds