spb/wp7_uqo Public
UQO Working Paper No. 7 — Options-implied information for cross-asset return and volatility prediction: evidence from 3.8B option contracts.
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1% =============================================================================2% Author: Simon-Pierre Boucher3% Contact: contact@spboucher.ai4% =============================================================================5% ============================================================================6% Title Page7% ============================================================================8\thispagestyle{empty}910\begin{center}1112% --- Logo ---13\includegraphics[width=3.5cm]{uq_logo.jpg}1415\vspace{0.6cm}1617{\footnotesize\textsc{Universit\'e du Qu\'ebec en Outaouais}}\\[0.15cm]18{\footnotesize\textsc{D\'epartement des sciences administratives}}1920\vspace{0.8cm}2122{\footnotesize\textsc{Working Paper No.~\WPnumber}}2324\vspace{1.2cm}2526% --- Title ---27{\LARGE\bfseries \WPtitle\par}2829\ifx\WPsubtitle\empty\else30 \vspace{0.3cm}31 {\large\itshape \WPsubtitle\par}32\fi3334\vspace{1.2cm}3536% --- Author ---37{\large \WPauthor\footnotemark[1]}\\[0.3cm]38{\normalsize\itshape \WPaffiliation}3940\footnotetext[1]{Professeur, D\'epartement des sciences administratives, Universit\'e du Qu\'ebec en Outaouais (UQO), 283 boulevard Alexandre-Tach\'e, Gatineau, QC J9A 1L8, Canada. Email: \href{mailto:\WPemail}{\WPemail}.}4142\vspace{0.8cm}4344% --- Date & Version ---45{\normalsize This version: \WPdate}\\[0.1cm]46{\small\itshape Version~\WPversion}4748\end{center}4950\vfill5152\newpage5354% ============================================================================55% Abstract Page56% ============================================================================57\thispagestyle{empty}5859\vspace*{1cm}6061\noindent\rule{\textwidth}{0.4pt}62\vspace{0.3cm}6364\noindent\textbf{Abstract}6566\vspace{0.15cm}6768\noindent\WPabstract6970\vspace{0.4cm}7172\noindent\textbf{Keywords:} \WPkeywords7374\vspace{0.15cm}7576\noindent\textbf{JEL Classification:} \WPjel7778\vspace{0.3cm}79\noindent\rule{\textwidth}{0.4pt}8081\newpage82