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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.

History
NameLast commitUpdated
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descriptive_autocorrelations.csv harmonisation standard UQO WP (2026-10-17)
descriptive_by_group.csv harmonisation standard UQO WP (2026-10-17)
descriptive_correlation_matrix.csv harmonisation standard UQO WP (2026-10-17)
descriptive_coverage_by_year.csv harmonisation standard UQO WP (2026-10-17)
descriptive_cross_sectional_dispersion.csv harmonisation standard UQO WP (2026-10-17)
descriptive_summary_stats.csv harmonisation standard UQO WP (2026-10-17)
double_sort_iv_skew.csv harmonisation standard UQO WP (2026-10-17)
fevd_results.csv harmonisation standard UQO WP (2026-10-17)
granger_causality.csv harmonisation standard UQO WP (2026-10-17)
irf_results.csv harmonisation standard UQO WP (2026-10-17)
portfolio_sort_results.csv harmonisation standard UQO WP (2026-10-17)
pre_post_covid.csv harmonisation standard UQO WP (2026-10-17)
robustness_double_clustered.csv harmonisation standard UQO WP (2026-10-17)
robustness_newey_west.csv harmonisation standard UQO WP (2026-10-17)
robustness_quantile_regression.csv harmonisation standard UQO WP (2026-10-17)
robustness_ticker_r2.csv harmonisation standard UQO WP (2026-10-17)
robustness_with_controls.csv harmonisation standard UQO WP (2026-10-17)
rolling_r2.csv harmonisation standard UQO WP (2026-10-17)
rq1_meta.csv harmonisation standard UQO WP (2026-10-17)
rq1_regression_results.csv harmonisation standard UQO WP (2026-10-17)
rq2_diebold_mariano.csv harmonisation standard UQO WP (2026-10-17)
rq2_insample.csv harmonisation standard UQO WP (2026-10-17)
rq2_oos_results.csv harmonisation standard UQO WP (2026-10-17)
rq3_crisis_analysis.csv harmonisation standard UQO WP (2026-10-17)
rq3_stress_prediction.csv harmonisation standard UQO WP (2026-10-17)
rq4_price_magnet.csv harmonisation standard UQO WP (2026-10-17)
subperiod_results.csv harmonisation standard UQO WP (2026-10-17)
transaction_cost_analysis.csv harmonisation standard UQO WP (2026-10-17)
var_results.csv harmonisation standard UQO WP (2026-10-17)

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