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Implied and Realized Volatility in the Cross-Section of Equity Options

https://doi.org/10.2139/ssrn.1324605
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1 of 19 checkable references need attention · checked 2026-10-07

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.1093/rfs/6.3.659
The 18 checked references that resolve
resolves10.1111/j.1540-6261.2006.00836.x
The Cross‐Section of Volatility and Expected Returns
resolves10.1093/rfs/hhg002
Delta-Hedged Gains and the Negative Market Volatility Risk Premium
resolves10.3905/jod.2003.319210
Volatility Risk Premiums Embedded in Individual Equity Options
resolves10.1111/j.1540-6261.1997.tb03808.x
On Persistence in Mutual Fund Performance
resolves10.1016/S0304-405X(98)00034-8
The relation between implied and realized volatility
resolves10.1016/0304-405x(88)90024-4
The behavior of the volatility implicit in the prices of stock index options
resolves10.1016/0304-4076(92)90073-z
Stock market volatility and the information content of stock index options
resolves10.1111/j.1540-6261.1996.tb05202.x
Multifactor Explanations of Asset Pricing Anomalies
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1111/0022-1082.00080
Value versus Growth: The International Evidence
resolves10.1016/0304-405x(92)90011-l
Market volatility prediction and the efficiency of the S & P 100 index option market
resolves10.1111/j.1540-6261.1995.tb04793.x
Predicting Volatility in the Foreign Exchange Market
resolves10.1093/rfs/6.2.293
Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
resolves10.1111/j.1540-6261.1976.tb01892.x
STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.2469/faj.v61.n1.2683
Practical Issues in Forecasting Volatility
resolves10.3386/w1462
The Persistence of Volatility and Stock Market Fluctuations
resolves10.1111/j.1540-6261.1989.tb02658.x
Stock Splits, Volatility Increases, and Implied Volatilities
The 1 reference without a DOI — listed, not checked
no DOI — not checkedref17
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