Rasmus T. Varneskov
Andreas Neuhierl
Xiaoxiao Tang
Rasmus T. Varneskov
Guofu Zhou
Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?
2026
2742-2760
72
Manag. Sci.
4
https://doi.org/10.1287/mnsc.2024.04720
db/journals/mansci/mansci72.html#NeuhierlTVZ26
streams/journals/mansci
Andreas Neuhierl
Xiaoxiao Tang
Guofu Zhou