Stock Illiquity and Option Returns
Working Paper, 2017 (S. Kanne, O.Korn, M. Uhrig-Homburg)
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Margin Requirements and Equity Option Returns
Working Paper, 2017 (S. Hitzemann, M. Hofmann, M. Uhrig-Homburg, C. Wagner)
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Idiosyncratic Volatility and Option Returns
Working Paper, 2017 (O. Korn, N. Trappe, D. Volkmann)

Volatility Noise
Working Paper, 2018 (M. Hofmann, M. Uhrig-Homburg)
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