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 |
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Zdroj: | Journal of Financial & Quantitative Analysis. Aug2021, Vol. 56 Issue 5, p1713-1737. 25p. |
Databáze: | Business Source Ultimate |
Externí odkaz: |