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The Relationship Between the Option-Implied Volatility Smile, Stock Returns and Heterogeneous Beliefs

International Review of Financial Analysis - United States
doi 10.1016/j.irfa.2015.05.027
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Abstract

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Categories
EconomicsFinanceEconometrics
Date

October 1, 2015

Authors
Shu FengYi ZhangGeoffrey C. Friesen
Publisher

Elsevier BV


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