Byeong-Je An is at Columbia Business School, Columbia University, Andrew Ang is at Columbia Business School, Columbia University and NBER, Turan G. Bali is at McDonough School of Business, Georgetown University, and Nusret Cakici is at Fordham School of Business, Fordham University. We thank the Editor, Cam Harvey, an Associate Editor, and three referees for their extremely helpful comments and suggestions. We thank Reena Aggarwal, Allan Eberhart, Nicolae Garleanu, Larry Glosten, Bob Hodrick, Michael Johannes, George Panayotov, Tyler Shumway, Mete Soner, David Weinbaum, Rohan Williamson, Liuren Wu, Yuhang Xing, and seminar participants at the American Finance Association meetings, ETH-Zurich, Federal Reserve Bank of New York, and Georgetown University for helpful comments and discussions. Additional results are provided in an Internet Appendix available in the online version of this article on the Journal of Finance website.
The Joint Cross Section of Stocks and Options
Article first published online: 12 SEP 2014
© 2014 the American Finance Association
The Journal of Finance
Volume 69, Issue 5, pages 2279–2337, October 2014
How to Cite
AN, B.-J., ANG, A., BALI, T. G. and CAKICI, N. (2014), The Joint Cross Section of Stocks and Options. The Journal of Finance, 69: 2279–2337. doi: 10.1111/jofi.12181
- Issue published online: 12 SEP 2014
- Article first published online: 12 SEP 2014
- Accepted manuscript online: 28 MAY 2014 07:50AM EST
- Manuscript Accepted: 16 MAR 2014
- Manuscript Received: 20 FEB 2012
Disclaimer: Supplementary materials have been peer-reviewed but not copyedited.
|jofi12181-sup-0001-AppendixS1.doc||835K||Appendix S1: Internet Appendix|
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