Prithviraj Banerjee

Florida State University - Department of Finance

Tallahassee, FL 32306-1042

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 26,831

SSRN RANKINGS

Top 26,831

in Total Papers Downloads

1,833

SSRN CITATIONS
Rank 25,211

SSRN RANKINGS

Top 25,211

in Total Papers Citations

4

CROSSREF CITATIONS

26

Scholarly Papers (1)

1.

Implied Volatility and Future Portfolio Returns

Journal of Banking and Finance, Vol. 31, October 2007
Number of pages: 28 Posted: 21 Apr 2006 Last Revised: 26 Feb 2009
James Doran, Prithviraj Banerjee and David R. Peterson
University of New South Wales, Florida State University - Department of Finance and Florida State University - Department of Finance
Downloads 1,833 (8,976)
Citation 4

Abstract:

Loading...

Risk Premium, Implied Volatility, VIX Index, Portfolio Returns