Factor momentum, option-implied volatility scaling, and investor sentiment

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Location: Deutsche Nationalbibliothek Frankfurt am Main

ISSN: 1479-179X

Extent: Online-Ressource

Language: Englisch

Notes: online resource.

Bibliographic citation: Factor momentum, option-implied volatility scaling, and investor sentiment ; day:3 ; month:7 ; year:2021 ; pages:1-18
The journal of asset management ; (3.7.2021), 1-18

Classification: Wirtschaft

Creator: Grobys, Klaus
Kolari, James W.
Rutanen, Jere

Contributor: SpringerLink (Online service)

DOI: 10.1057/s41260-021-00229-x

URN: urn:nbn:de:101:1-2021101400073556713400

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:35 AM CEST

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Grobys, Klaus
Kolari, James W.
Rutanen, Jere
SpringerLink (Online service)

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Factor momentum, option-implied volatility scaling, and investor sentiment

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