Risk-neutral skewness and market returns : the role of institutional investor sentiment in the futures market
Year of publication: |
January 2016
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Authors: | Chen, Chen ; Lee, Hsiu-Chuan ; Liao, Tzu-Hsiang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 35.2016, p. 203-225
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Subject: | Index risk-neutral skewness | Index futures returns | Institutional investor sentiment | Institutioneller Investor | Institutional investor | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Börsenkurs | Share price |
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