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Matthias Molnar

Karlsruhe Institute of Technology (KIT) - Institute for Finance

PhD Candidate

Blücherstr. 17

D-76185 Karlsruhe

Germany

http://derivate.fbv.kit.edu/english/Current-Team_Molnar.php

  • Karlsruhe Institute of Technology (KIT) - Institute for Finance

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Asset Pricing Results in Options Markets: True, Spurious, or Overlooked?

Number of pages: 73 Posted: 25 Apr 2025 Last Revised: 11 Dec 2025
Jelena Eberbach, Matthias Molnar, Philipp Schuster and Marliese Uhrig-Homburg
Karlsruhe Institute of Technology (KIT) - Institute for Finance, Karlsruhe Institute of Technology (KIT) - Institute for Finance, University of Stuttgart and Karlsruhe Institute of Technology (KIT) - Institute for Finance
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Abstract:

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Delta-Hedged Option Returns, Asset Pricing, Microstructure Biases, Volatility Risk Premiums