Título:

Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options

Autores:

Pedro Santa Clara (U Nova)
Shu Yan (U South Carolina)

Revista:

Review of Economics and Statistics

Ano:

2010

Volume:

92

Páginas:

435-451

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing