Does the Early Exercise Premium contain Information about Future Underlying Returns?
Rossen Volkanov (University of California, San Diego)
- Erasmus Finance Seminars
Rossen Volkanov (University of California, San Diego)
Thijs van Rens (Pompeu Fabra Barcelona)
Floris Zoutman (EUR)
Nikolaus Hautsch (Humboldt-Universitaet zu Berlin)
Erik Kole (ESE, EUR)
Lily Fang (INSEAD)
Peter C. Smith (Imperial College London)
Richard Chisik (Florida International University)
Hendrik Vrijburg (EUR)
Jesus Crespo (University of Innsbruck)
Robbert Dittmar (University of Michigan)
Paula Bustos (Universitat Pompeu Fabbra and CREI)
Julia Swart (EUR)
Ilias Tsiakas (Warwick Business School)
Weihua Huang (Maastricht)
Tim Jenkinson (Said Business School at Oxford University)
Hugh Gravelle (University of York)
Hylke Vandenbussche (Univ. Catholique de Louvain)
Jan Eeckhout, University of Pennsylvania, and NYU Stern (Coauthor P. Kircher)
Nalan Basturk (EUR)