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.
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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