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

Research output: Contribution to conferencePaper

Original languageEnglish
Publication statusSubmitted - Aug 2011
EventThe 7th Conference of Asia-Pacific Association of Derivatives - Busan, Korea
Duration: 25 Aug 201126 Aug 2011

Conference

ConferenceThe 7th Conference of Asia-Pacific Association of Derivatives
Period25/08/1126/08/11

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