Common Firm-level Investor Fears: Evidence from Equity Options


Baruník, Jozef, Bevilacqua, Mattia and Ellington, Michael ORCID: 0000-0003-0264-7572 (2023) Common Firm-level Investor Fears: Evidence from Equity Options. [Preprint]

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Item Type: Preprint
Uncontrolled Keywords: asset pricing, implied variance, firm-level, equity options
Divisions: Faculty of Humanities and Social Sciences > School of Management
Depositing User: Symplectic Admin
Date Deposited: 18 Mar 2024 11:55
Last Modified: 18 Mar 2024 12:15
Open Access URL: https://papers.ssrn.com/abstract=4565218
URI: https://livrepository.liverpool.ac.uk/id/eprint/3179559
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