Concepedia

Scott Murray

SM

Statistics

Publications

13

Citations

1.1K

H-Index

11

Active since

1992

Affiliations

Georgia State University(Current)

Georgetown University

Fordham University

University of Nebraska–Lincoln

New York University

Scott Murray is an author at Georgia State University specializing in finance, financial economics, and asset pricing.

Publications per year

1992–2024

13

Publications

13

A Lottery-Demand-Based Explanation of the Beta Anomaly

Turan G. Bali, Stephen J. Brown, Scott Murray et al. · Journal of Financial and Quantitative Analysis · 2017 · 365 citations

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Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?

Turan G. Bali, Scott Murray · Journal of Financial and Quantitative Analysis · 2013 · 280 citations · Full text

, , +14

Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?

Turan G. Bali, Scott Murray · SSRN Electronic Journal · 2012 · 102 citations · Full text

, , +14

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

Turan G. Bali, Jianfeng Hu, Scott Murray · SSRN Electronic Journal · 2013 · 96 citations · Full text

, , +14

Bear beta

Zhongjin Lu, Scott Murray · Journal of Financial Economics · 2018 · 76 citations

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