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Option-Implied Dependence and Correlation Risk Premium
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- Journal:
- Journal of Financial and Quantitative Analysis , First View
- Published online by Cambridge University Press:
- 18 August 2023, pp. 1-51
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- Article
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Market Return Around the Clock: A Puzzle
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 58 / Issue 3 / May 2023
- Published online by Cambridge University Press:
- 25 July 2022, pp. 939-967
- Print publication:
- May 2023
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