Showing results 2 to 4 of 4
Is stock return predictability of option-implied skewness affected by the market state? Kim, Tong Suk; Park, Heewoo, JOURNAL OF FUTURES MARKETS, v.38, no.9, pp.1024 - 1042, 2018-09 |
Is the Information on the Higher Moments of Underlying Returns Correctly Reflected in Option Prices? Kang, Jangkoo; Lee, Soonhee, JOURNAL OF FUTURES MARKETS, v.36, no.8, pp.722 - 744, 2016-08 |
Macroeconomic risk and the cross-section of stock returns Kang, Jangkoo; Kim, Tong Suk; Lee, Changjun; Min, Byoung-Kyu, JOURNAL OF BANKING FINANCE, v.35, no.12, pp.3158 - 3173, 2011-12 |
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