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Option-Implied Volatilities and Stock Returns: <i>Evidence from Industry-Neutral Portfolios</i>

Liu, Xiaoquan and Pong, Eddie SY and Shackleton, Mark B and Zhang, Yuanyuan (2014) Option-Implied Volatilities and Stock Returns: <i>Evidence from Industry-Neutral Portfolios</i>. The Journal of Portfolio Management, 41 (1). pp. 65-77. DOI https://doi.org/10.3905/jpm.2014.41.1.065



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