The information content in implied idiosyncratic volatility and the cross‐section of stock returns: Evidence from the option markets

C-Tier
Journal: Journal of Futures Markets
Year: 2008
Volume: 28
Issue: 11
Pages: 1013-1039

Authors (3)

Dean Diavatopoulos (not in RePEc) James S. Doran (Florida State University) David R. Peterson (not in RePEc)

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

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

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:wly:jfutmk:v:28:y:2008:i:11:p:1013-1039
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08