Idiosyncratic volatility, option-based measures of informed trading, and investor attention (Q2059296)
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scientific article; zbMATH DE number 7444112
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| default for all languages | No label defined |
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| English | Idiosyncratic volatility, option-based measures of informed trading, and investor attention |
scientific article; zbMATH DE number 7444112 |
Statements
Idiosyncratic volatility, option-based measures of informed trading, and investor attention (English)
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13 December 2021
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idiosyncratic volatility puzzle
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option-implied volatility spreads
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investor attention
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0.7130811810493469
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0.6979296207427979
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0.696361243724823
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0.690380334854126
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0.688395619392395
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