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Stock return characteristics, Skew laws, and the differential pricing of individual equity options

Document Type

Journal

Author

Bakshi, G; Kapadia, N; Madan, D

Source

REVIEW OF FINANCIAL STUDIES; SPR 2003, 16 1, p101-p143, 43p.

Subject

Language

English

ISSN

08939454

Online Access

EBSCOHost PDF Full Text (Oxford University Press) Full Text (JSTOR) Full Text (OUP Near Archive) Web of Science JCR 저널정보 Scopus Find it@PNU

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