The Information Content of Stock Pricing in the Term Structure of Option Implied Skewness: Evidence from China, the United States and Japan

Zhu Chao, Li Ziruo, Li Jipeng

Studies of International Finance ›› 2021, Vol. 0 ›› Issue (4) : 77-86.

Studies of International Finance ›› 2021, Vol. 0 ›› Issue (4) : 77-86.

The Information Content of Stock Pricing in the Term Structure of Option Implied Skewness: Evidence from China, the United States and Japan

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2021, 0(4): 77-86

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