Items where Author is "Konsilp, Worawuth"

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Options Risk Premium Stocks Volatility

Number of items: 4.

Options

Mateus, Cesario and Konsilp, Worawuth (2014) Implied idiosyncratic volatility and stock return predictability. Journal of Mathematical Finance, 4 (5). pp. 338-352. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:https://doi.org/10.4236/jmf.2014.45032)

Risk Premium

Mateus, Cesario and Konsilp, Worawuth (2014) Implied idiosyncratic volatility and stock return predictability. Journal of Mathematical Finance, 4 (5). pp. 338-352. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:https://doi.org/10.4236/jmf.2014.45032)

Stocks

Mateus, Cesario and Konsilp, Worawuth (2014) Implied idiosyncratic volatility and stock return predictability. Journal of Mathematical Finance, 4 (5). pp. 338-352. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:https://doi.org/10.4236/jmf.2014.45032)

Volatility

Mateus, Cesario and Konsilp, Worawuth (2014) Implied idiosyncratic volatility and stock return predictability. Journal of Mathematical Finance, 4 (5). pp. 338-352. ISSN 2162-2434 (Print), 2162-2442 (Online) (doi:https://doi.org/10.4236/jmf.2014.45032)

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