Finding 2469Emerging EvidenceValidation V0
The study reveals that delta-hedging frequency significantly introduces measurement biases, as the indirect mean return ($IMR$) bias increases with higher rebalancing, potentially misleading analysis of risk premiums without proper adjustments.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
The study reveals that delta-hedging frequency significantly introduces measurement biases, as the indirect mean return ($IMR$) bias increases with higher rebalancing, potentially misleading analysis of risk premiums without proper adjustments.
key_findings bullet 1 · key_findings
Inspect source: Asset Pricing Results in Option Markets: True, Spurious, or Overlooked? →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.