Showing 1 - 10 of 29
Persistent link: https://www.econbiz.de/10014276999
Persistent link: https://www.econbiz.de/10002866873
Persistent link: https://www.econbiz.de/10003729730
Persistent link: https://www.econbiz.de/10003572370
Persistent link: https://www.econbiz.de/10009551733
Persistent link: https://www.econbiz.de/10011508586
Persistent link: https://www.econbiz.de/10009672401
Persistent link: https://www.econbiz.de/10003841886
Persistent link: https://www.econbiz.de/10003842292
This study tests whether investor belief differences affect the cross-sectional variation of risk-neutral skewness, using data on firm-level stock options traded on the CBOE from 2003 to 2006. Using well known proxies for heterogeneous beliefs, we find that stocks with greater belief differences...
Persistent link: https://www.econbiz.de/10013120368