Session Chair: Grigory Vilkov, Frankfurt School of Finance and Management gGmbH
Location:Reduta | Large Concert Hall (floor 2)
Presentations
ID: 942
A New Option Momentum: Compensation for Risk
Heiner Beckmeyer1, Ilias Filippou2, Guofu Zhou3
1University of Münster; 2Olin Business School, Washington University in St. Louis; 3Olin Business School, Washington University in St. Louis
Discussant: Petri Jylhä (Aalto University)
ID: 1309
The Hairy Premium
Pasqule Della Corte1, Ljubica Georgievska2, Anthony Saunders3, Zhaneta Krasimirova Tancheva2
1Imperial College Business School; 2BI Norwegian Business School; 3NYU Stern School of Business
Discussant: Gustavo Freire (Erasmus School of Economics, Erasmus University Rotterdam)
ID: 1757
The Monthly Cycle of Option Prices
Chao Gao1, Jia He2, Grace Xing Hu3
1College of Business and Economics, Australian National University; 2PBC School of Finance, Tsinghua University, China, People's Republic of; 3PBC School of Finance, Tsinghua University, China, People's Republic of
Discussant: Dmitriy Muravyev (Michigan State University)
