Work

Risk-neutral skewness and stock market returns: A time-series analysis

Year: 2023

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2023.102040

Authors: Xiaowei Li, Zhengyu Wu, Hao Zhang, Lu Zhang

Institution: Xiamen University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4388962292

FWCI: 0.175

Cites: 42

Cited by: 1

Related to: 10