haku: @author Kapadia, N. / yhteensä: 3
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| Tekijä: | Bakshi, G. Kapadia, N. Madan, D. |
| Otsikko: | Stock return characteristics, skew laws, and the differential pricing of individual equity options |
| Lehti: | Review of Financial Studies
2003 : SPRING, VOL. 16:1, p. 101-143 |
| Asiasana: | Stock returns Pricing Equity capital Options |
| Kieli: | eng |
| Tiivistelmä: | The article provides several new insights into the economic sources of skewness. It explains the presence and evolution of risk-neural skewness over time and in the cross section of individual stocks. |
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