1-2 of 2
Authors: Kevin Aretz
Save search
Sort by
Journal Article

Moneyness, Underlying Asset Volatility, and the Cross-Section of Option Returns

PDF
Kevin Aretz and others
Review of Finance, Volume 27, Issue 1, February 2023, Pages 289–323, https://doi.org/10.1093/rof/rfac003
Published: 18 January 2022
Journal Article

In the Path of the Storm: Does Distress Risk Cause Industrial Firms to Risk-Shift? Get access

PDF
Kevin Aretz and others
Review of Finance, Volume 23, Issue 6, October 2019, Pages 1115–1154, https://doi.org/10.1093/rof/rfy028
Published: 21 August 2018