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

Concepedia

Publication | Open Access

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

DOI Full Paper Access

95

Citations

47

References

2013

Year

Turan G. Bali, Jianfeng Hu, Scott Murray

SSRN Electronic Journal

Option Implied VolatilityOption PricingVolatility ModelingEconomicsAsset PricingBusinessExpected Stock ReturnsFinanceFinancial Mathematics

References

	Year	Citations

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