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Ex ante skewness and expected stock returns

Conrad, Jennifer S.; Dittmar, Robert F.; Ghysels, Eric - In: The journal of finance : the journal of the American … 68 (2013) 1, pp. 85-124

Persistent link: https://www.econbiz.de/10009719760

Basic assets

Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 22 (2009) 12, pp. 5133-5174

Persistent link: https://www.econbiz.de/10003916318

Risk adjustment and trading strategies

Ahn, Dong-Hyun; Conrad, Jennifer S.; Dittmar, Robert F. - In: The review of financial studies 16 (2003) 2, pp. 459-485

Persistent link: https://www.econbiz.de/10001764236

Implied default probabilities and losses given default from option prices

Conrad, Jennifer S.; Dittmar, Robert F.; Hameed, Allaudeen - In: Journal of financial econometrics 18 (2020) 3, pp. 629-652

Persistent link: https://www.econbiz.de/10012316704

Ex Ante Skewness and Expected Stock Returns

Conrad, Jennifer S. - 2012

We use a sample of option prices, and the method of Bakshi, Kapadia and Madan (2003), to estimate the ex ante higher moments of the underlying individual securities' risk-neutral returns distribution. We find that individual securities' volatility, skewness, and kurtosis are strongly related to...

Persistent link: https://www.econbiz.de/10013116546

The price effect of option introduction

Conrad, Jennifer S. - In: The journal of finance : the journal of the American … 44 (1989) 2, pp. 487-498

Persistent link: https://www.econbiz.de/10001072914

How do analyst recommendations respond to major news?

Conrad, Jennifer S.; Cornell, Bradford; Landsman, Wayne R. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 1, pp. 25-50

Persistent link: https://www.econbiz.de/10003303758

High-frequency quoting, trading, and the efficiency of prices

Conrad, Jennifer S.; Wahal, Sunil; Xiang, Jin - In: Journal of financial economics 116 (2015) 2, pp. 271-291

Persistent link: https://www.econbiz.de/10011348502

When is bad news really bad news?

Conrad, Jennifer S.; Cornell, Bradford; Landsman, Wayne R. - In: The journal of finance : the journal of the American … 57 (2002) 6, pp. 2507-2532

Persistent link: https://www.econbiz.de/10001721545

Value versus glamour

Conrad, Jennifer S.; Cooper, Michael; Kaul, Gautam - In: The journal of finance : the journal of the American … 58 (2003) 5, pp. 1969-1995

Persistent link: https://www.econbiz.de/10001797799