Sven Sassning

University of Goettingen (Gottingen)

Wilhelmsplatz 1

Göttingen, 37073

Germany

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Which Beta is Best? On the Information Content of Option‐Implied Betas

European Financial Management, Vol. 22, Issue 3, pp. 450-483, 2016
Number of pages: 34 Posted: 06 Jun 2016
Rainer Baule, Olaf Korn and Sven Sassning
University of Hagen, University of Goettingen (Gottingen) and University of Goettingen (Gottingen)
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Abstract:

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beta, option‐implied information