Decomposition of option-implied beta and the cross-section of stock returns

Project: Internal Research Project

Project Details

Project Title (In Chinese)

期权隐含贝塔的拆分及横截面股票收益率

Fund Amount (RMB)

50000.00
Project CategoryREF
StatusActive
Effective start/end date1/01/2431/12/26

Fingerprint

Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.