Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns.
| Autor: | Chordia, Tarun1 (AUTHOR) Tarun.Chordia@emory.edu, Lin, Tse-Chun2 (AUTHOR) tsechunlin@hku.hk, Xiang, Vincent3 (AUTHOR) v.xiang@deakin.edu.au |
|---|---|
| Zdroj: | Journal of Financial & Quantitative Analysis. Aug2021, Vol. 56 Issue 5, p1713-1737. 25p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
|