Market Dynamics and Volatility Peer reviewed

Unlocking ESG Premium from Options

Jie Cao, Amit Goyal, Xintong Zhan, Weiming Elaine Zhang

Journal of Financial and Quantitative Analysis | Jun 26, 2026

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Authors

Researchers on this paper

Jie Cao

first | ORCID 0000-0002-5245-8895

Amit Goyal

middle | ORCID 0000-0002-4004-8039

Xintong Zhan

middle | ORCID 0000-0003-2787-4464

Weiming Elaine Zhang

last | ORCID 0000-0001-9384-5667

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BibTeX

@article{Cao2026Unlocking,
  title = {Unlocking ESG Premium from Options},
  author = {Jie Cao and Amit Goyal and Xintong Zhan and Weiming Elaine Zhang},
  journal = {Journal of Financial and Quantitative Analysis},
  year = {2026},
  doi = {10.1017/s0022109026103123},
  url = {https://doi.org/10.1017/s0022109026103123}
}

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