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Does variance risk have two prices? Evidence from the equity and option markets. Working Paper (2015)

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by Laurent Barras , Aytek Malkhozov , Torben Andersen , Turan Bali , David Bates , Geert Bekaert , Sebastien Betermier , Peter Christo¤ersen , Ben Cohen , Stefano Giglio , Ruslan Goyenko , Alan Moreira , Nicolas Mougeot , Philippe Mueller , Elisa Ossola , Lasse Pedersen , Christopher Polk , Sergei Sarkissian , Olivier Scaillet , Viktor Todorov , Fabio Trojani , Christian Upper , Andrea Vedolin , Hao Zhou , Laurent Barras
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