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Investigating the Relation Between Expected Stock Returns and Default Risk Using Option?Implied Information

Program

Fulbright Visiting Scholar Program

Program Country

Grant Activity Type

Research

Discipline

Specialization

Business

Academic Year

Dates

August 2015 - July 2016

Flex

No

Scholar type

Non-U.S. (Visiting) Scholar

Project Title

Investigating the Relation Between Expected Stock Returns and Default Risk Using Option?Implied Information

Scholar Information

Grantee

Han Hsing Lee

Title

Associate Professor

Institution

National Chiao Tung University

Host Institutions

Institution

Fordham University

Faculty

Ren-Raw Chen

Host Department

Department of Finance and Business Economics