Grant: Insight Grants
HEC Montréal
$35,229.00
Factor Structure of Ultra-Short Maturity Options
FY 2024-25
Program
Insight Grants
Recipient
Location
Quebec, Canada
Recipient Type
Academia
Type
Grant
Source
SSHRC's Expenditures File
As published
Cle
20998716
File number
435-2025-0852
Name nom
Dorion, Christian
Role rôle
Applicant
Amount montant
35229.0
Fiscal year exercice financier
2024
Institution
HEC Montréal
Établissement
HEC Montréal
Province id
QC
Province en
Quebec
Province fr
Québec
Competition year année du concours
2025
Title titre
Factor Structure of Ultra-Short Maturity Options
Keywords mots clés
Option Returns; Factor Models; 0DTE Options; Market Efficiency
Program
Insight Grants
Programme
Subventions Savoir
Sshrc discipline en
Financial Economics
Crsh discipline fr
Économie financière
Sshrc main discipline
Economics
Crsh discipline principale
Science économique
Sshrc area of research
Financial and Monetary Systems
Crsh domaine de recherche
Systèmes financiers et monétaires
Crdc field of research
Not Applicable
Ccrd domaine de recherche
Sans objet
