Options Convexity Predicts Consecutive Stock Returns
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A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns
Hye-hyun Park; Baeho Kim; Hyeongsop Shim
Southwestern University of Finance and Economics- Southwestern University of Finance and Economics (SWUFE)
Korea University- Korea University Business School (KUBS)
- Gachon University
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