Option-implied cost of equity with conditional jump, stock valuation and return predictability

Yau Man Ze-To

Research output: Contribution to conference › Conference paper

Original language	English
Publication status	Published - Aug 2011
Event	The 7th Conference of Asia-Pacific Association of Derivatives - Busan, Korea Duration: 25 Aug 2011 → 26 Aug 2011

Conference	The 7th Conference of Asia-Pacific Association of Derivatives
Period	25/08/11 → 26/08/11

Cite this

@conference{27598582c7744ae98100276eba1be093,

title = "Option-implied cost of equity with conditional jump, stock valuation and return predictability",

author = "Ze-To, {Yau Man}",

year = "2011",

month = aug,

language = "English",

note = "The 7th Conference of Asia-Pacific Association of Derivatives ; Conference date: 25-08-2011 Through 26-08-2011",

}