Skip to contents

Yu, Deshui [Author]; Huang, Difang [Author]

Option-Implied Idiosyncratic Skewness and Expected Returns : Mind the Long Run

View online
Schließen

Access

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2023
Yu, Deshui [Author]; Huang, Difang [Author]

Option-Implied Idiosyncratic Skewness and Expected Returns : Mind the Long Run

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2023]
Bressan, Silvia [Author]; Weissensteiner, Alex [Author]

Option-implied skewness and the value of financial intermediaries

View online
Schließen

Access

... to article via DOI (freely accessible)

... to article via Springer (PDF document ; freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2023

Published in: Journal of financial services research ; 64(2023), 2 vom: Okt., Seite 207-229
Gkionis, Konstantinos [Author]; Kostakis, Alexandros [Author]; Skiadopoulos, George [Author]; Stilger, Przemyslaw S. [Author]

Positive stock information in out-of-the-money option prices

View online
Schließen

Links

... to E-book

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

London: Queen Mary University of London, School of Economics and Finance, 2018
García-Machado, Juan J. [Author]; Rybczyński, Jarosław [Author]

Three-point volatility smile classification: Evidence from the Warsow Stock Exchange during volatile summer 2011

View online
Schließen

Links

... to article

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Amsterdam: Elsevier, 2015
Christoffersen, Peter [Author]; Jacobs, Kris [Author]; Chang, Bo Young [Author]

Chapter 10. Forecasting with Option-Implied Information

View online
Schließen

Access

... to article via DOI (Volltext ; Deutschlandweit zugänglich)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

2013

Published in: Elliott, Graham, 1965 - : Handbook of Economic Forecasting ; (2013), Seite 581-656
O'Sullivan, Conall [Author]; Wang, Yan [Author]

Option-Implied Asymmetry and Market Returns

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, 2022

Published in: Michael J. Brennan Irish Finance Working Paper Series Research Paper ; No. 22-12
Vähämaa, Sami [Author]

Option-implied asymmetries in bond market expectations around monetary policy actions of the ECB

View online
Schließen

Links

... to E-book

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Frankfurt a. M.: European Central Bank (ECB), 2004
Rolloos, Frido [Author]

Realized Volatility Skewness and Kurtosis Implied by Index Option Prices

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2023]
Bressan, Silvia [Author]; Weissensteiner, Alex [Author]

Option-Implied Skewness and the Value of Financial Intermediaries

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2021]
DeMiguel, Victor [Author] ; Plyakha, Yuliya [Other]; Uppal, Raman [Other]; Vilkov, Grigory [Other]

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

View online
Schließen

Access

... to E-book via DOI (freely accessible)

... to E-book (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2012]
Borochin, Paul [Author] ; Wu, Zekun [Other]; Zhao, Yanhui [Other]

The Effect of Option-implied Skewness on Delta- and Vega-Hedged Option Returns

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2020]
Bali, Turan G. [Author] ; Hu, Jianfeng [Other]; Murray, Scott [Other]

Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2019]

Published in: Georgetown McDonough School of Business Research Paper
Diavatopoulos, Dean [Author] ; Doran, James [Other]; Fodor, Andy [Other]; Peterson, David R. [Other]

The Information Content of Implied Skewness and Kurtosis Changes Prior to Earnings Announcements for Stock and Option Returns

View online
Schließen

Access

... to E-book (freely accessible)

... to E-book via DOI (freely accessible)

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

[S.l.]: SSRN, [2016]
Bressan, Silvia; Weissensteiner, Alex

Option-Implied Skewness and the Value of Financial Intermediaries

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Springer Science and Business Media LLC, 2023

Published in: Journal of Financial Services Research, 64 (2023) 2, Seite 207-229
Bressan, Silvia; Weissensteiner, Alex

Option-Implied Skewness and the Value of Financial Intermediaries

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Elsevier BV, 2021

Published in: SSRN Electronic Journal (2021)
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cambridge University Press (CUP), 2013

Published in: Journal of Financial and Quantitative Analysis, 48 (2013) 6, Seite 1813-1845
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Cambridge University Press, 2013

Published in: The Journal of Financial and Quantitative Analysis, 48 (2013) 6, Seite 1813-1845
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; Vilkov, Grigory

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Elsevier BV, 2012

Published in: SSRN Electronic Journal (2012)
Borochin, Paul; Zhao, Yanhui; Wu, Zekun

The Effect of Option-implied Skewness on Delta- and Vega-Hedged Option Returns

View online
Schließen

Access

Close

Bookmarks

You can manage bookmarks using lists, please log in to your user account for this.

Elsevier BV, 2019

Published in: SSRN Electronic Journal (2019)

You did not find what you were looking for?

Purchase suggestion
Are you missing something you need for your research? If you have any suggestions please share them here.

Interlibrary Loan
Please search and order your favorite title in the Interlibrary Loan Portal.

Search in field:

Recently searched for:

You did not find what you were looking for?

> Year of publication

Year of publication