Forschung - Publikationen - Option Trading-Implied Prevalence of Asset Pricing Anomalies (previously: Following the Footprints: Towards a Taxonomy of the Factor Zoo)

Option Trading-Implied Prevalence of Asset Pricing Anomalies (previously: Following the Footprints: Towards a Taxonomy of the Factor Zoo)

Autor:
Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg
Quelle:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4702435
Datum: DGF 2024, ESSEC 2024, CICF 2025
A23

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