Risk-neutral skewness, informed trading, and the cross section of stock returns
Year of publication: |
2021
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Authors: | Chordia, Tarun ; Lin, Tse-Chun ; Xiang, Vincent |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 56.2021, 5, p. 1713-1737
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Subject: | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Risikoneutralität | Risk neutrality | Normalverteilung | Normal distribution | Gewinn | Profit | Ankündigungseffekt | Announcement effect | USA | United States |
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