"What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?"

Przemyslaw S. Stilger, Alexandros Kostakis, Ser-Huang Poon (2017)

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DOI: 10.1287/MNSC.2015.2379

access: closed

type: Journal Article

metadata version: 2021-10-14

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  - https://dblp.org/rec/journals/mansci/StilgerKP17
Przemyslaw S. Stilger, Alexandros Kostakis, Ser-Huang Poon:
What Does Risk-Neutral Skewness Tell Us About Future Stock Returns? Manag. Sci. 63(6): 1814-1834 (2017)

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