The jump-risk premia implicit in options: evidence from an integrated time-series study

A-Tier
Journal: Journal of Financial Economics
Year: 2002
Volume: 63
Issue: 1
Pages: 3-50

Authors (1)

Pan, Jun (Shanghai Jiao Tong University)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:jfinec:v:63:y:2002:i:1:p:3-50
Journal Field
Finance
Author Count
1
Added to Database
2026-01-26