Options
Pricing theory, the volatility risk premium, option returns, and the modern 0DTE evidence.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Beckmeyer et al. (2023) | Retail Traders Love 0DTE Options... But Should They? SSRN Working Paper | Free | Moderate | 0 |
| Brogaard et al. (2023) | Does 0DTE Options Trading Increase Volatility? SSRN Working Paper | Free | Moderate | 0 |
| Muravyev & Pearson (2020) | Options Trading Costs Are Lower than You Think Review of Financial Studies | Free | Moderate | 0 |