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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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fig_irf.pdf WP7: restructured repository, verified reproduction, paper revision... 5 days ago
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fig_portfolio_sorts.pdf WP7: restructured repository, verified reproduction, paper revision... 5 days ago
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fig_rolling_r2.pdf WP7: restructured repository, verified reproduction, paper revision... 5 days ago
fig_rolling_r2.png WP7: restructured repository, verified reproduction, paper revision... 5 days ago
fig_subperiod.pdf WP7: restructured repository, verified reproduction, paper revision... 5 days ago
fig_subperiod.png WP7: restructured repository, verified reproduction, paper revision... 5 days ago