How Option Traders Take Sides on Return Predictability |
Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
Link |
Anomalies and Optionability |
Julian Böll, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4300137 |
Following the Footprints: Towards a Taxonomy of the Factor Zoo |
Julian Böll, Fanchen Meng, Julian Thimme, Marliese Uhrig-Homburg |
A23 |
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4702435 |