search query: @journal_id 798 / total: 230
reference: 12 / 230
| Author: | Bakshi, G. Kapadia, N. Madan, D. |
| Title: | Stock return characteristics, skew laws, and the differential pricing of individual equity options |
| Journal: | Review of Financial Studies
2003 : SPRING, VOL. 16:1, p. 101-143 |
| Index terms: | Stock returns Pricing Equity capital Options |
| Language: | eng |
| Abstract: | 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. |
SCIMA