by Raymond H.Y. So and Xuanchen Zhang,
posted February 13, 2024
This paper discusses the asset pricing
implications of salience theory in the equity
option market. It found robust empirical
evidence that option-based salience
theory value predicts option returns
negatively in the cross-section.
Note: Full-text of this paper can be obtained by clicking
on the above title.
1065 Executive Parkway, Suite 205
St. Louis, MO 63141
Ph. 314.434.3800
Fax 314.434.3809
2024 Capital Advisors, Inc. All Rights Reserved.
"";
"";
"";
"";
"";
"";