Do Option Characteristics Predict the Underlying Stock Returns in the Cross-Section?

Journal:

Management Science

Published:

2025-08-07

DOI:

10.1287/mnsc.2024.04720

Affiliations:

6

Authors:

4

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Institutions	Authors	Share
Purdue University, United States of America (USA)	1.000000	0.25
The University of Texas at Dallas (UT Dallas), United States of America (USA)	1.000000	0.25
Washington University in St. Louis (WUSTL), United States of America (USA)	1.000000	0.25
Alphadyne Asset Management - Denmark, Denmark	0.333333	0.08
Copenhagen Business School (CBS), Denmark	0.333333	0.08
Danish Finance Institute (DFI), Denmark	0.333333	0.08

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