Asli Eksi
YOU?
Author Swipe
View article: The predictive power of option prices for stock returns and nonfundamental shocks
The predictive power of option prices for stock returns and nonfundamental shocks Open
Option prices can predict stock returns. Previous studies suggest that this is because option traders have private information about the fundamentals of the stock. We show another reason is that option traders can anticipate the reversal o…
View article: Nonstandard Errors
Nonstandard Errors Open
In statistics, samples are drawn from a population in a data‐generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence‐gener…