option_prices.txt
Creators:
Brendan K. Beare
;
Lawrence Schmidt
From the dataset abstract
A large class of asset pricing models predicts that securities which have high payoffs when market returns are low tend to be more valuable than those with high payoffs when market...
Source: An Empirical Test of Pricing Kernel Monotonicity (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/63f02d24-283f-4bf7-9306-0d2a25a21f9c/resource/08701fdc-9ce2-46ed-b237-670b5db005a1/download/option_prices.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
