This study examines whether investors’ attitudes toward ambiguity can explain cross-sectional stock returns by investigating the relationship between future stock returns and option-implied volatilities as well as implied third moments. We find that investors’ attitudes toward different...

This pitching research letter presents the reverse-engineering process and personal reflections on a reverse engineered pitch by utilizing the pitching research template developed by Faff (2015, 2017). The pitch template is a simple and useful tool for helping PhD students and other academic...