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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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descriptive_autocorrelations.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
descriptive_by_group.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
descriptive_correlation_matrix.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
descriptive_coverage_by_year.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
descriptive_cross_sectional_dispersion.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
descriptive_summary_stats.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
double_sort_iv_skew.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
fevd_results.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
granger_causality.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
irf_results.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
portfolio_sort_results.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
pre_post_covid.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
robustness_double_clustered.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
robustness_newey_west.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
robustness_quantile_regression.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
robustness_ticker_r2.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
robustness_with_controls.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rolling_r2.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rq1_meta.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rq1_regression_results.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rq2_diebold_mariano.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rq2_insample.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rq2_oos_results.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rq3_crisis_analysis.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rq3_stress_prediction.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
rq4_price_magnet.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
subperiod_results.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
transaction_cost_analysis.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago
var_results.csv WP7: restructured repository, verified reproduction, paper revision... 1 mo ago