Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Bali, Turan G.
and
Murray, Scott
2019.
In Search of a Factor Model for Optionable Stocks.
SSRN Electronic Journal ,
Yao, Jing
and
Zheng, Zexin
2020.
Costly Arbitrage and Skewness Pricing: Evidence from a First-day Price Limit Reform in China.
SSRN Electronic Journal ,
Zhang, Mengyu
Verousis, Thanos
and
Kalaitzoglou, Iordanis
2020.
Information and the Arrival Rate of Option Trading Volume.
SSRN Electronic Journal ,
Augustin, Patrick
and
Subrahmanyam, Marti G.
2020.
Informed Options Trading Before Corporate Events.
Annual Review of Financial Economics,
Vol. 12,
Issue. 1,
p.
327.
Yoon, Jungah
Ruan, Xinfeng
and
Zhang, Jin E.
2021.
The Skewness Risk in the Energy Market.
Journal of Risk and Financial Management,
Vol. 14,
Issue. 12,
p.
620.
Zhang, Xinxin
Bouri, Elie
Xu, Yahua
and
Zeng, Pingping
2021.
Quantile Regression Analysis of the Relation between Returns and Implied Moments: Evidence from Precious Metals.
SSRN Electronic Journal,
Chen, Chin‐Ho
2021.
Investor sentiment, misreaction, and the skewness‐return relationship.
Journal of Futures Markets,
Vol. 41,
Issue. 9,
p.
1427.
Eksi, Asli
and
Roy, Saurabh
2022.
Non-fundamental Shocks and Implied Volatility Skew: Evidence From S&P 500 Index Inclusions.
SSRN Electronic Journal ,
Zhang, Xinxin
Bouri, Elie
Xu, Yahua
and
Zhang, Gongqiu
2022.
The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market.
Energy Economics,
Vol. 109,
Issue. ,
p.
105950.
Alexiou, Lykourgos
and
Rompolis, Leonidas S.
2022.
Option‐implied moments and the cross‐section of stock returns.
Journal of Futures Markets,
Vol. 42,
Issue. 4,
p.
668.
Fuertes, Ana‐Maria
Liu, Zhenya
and
Tang, Weiqing
2022.
Risk‐neutral skewness and commodity futures pricing.
Journal of Futures Markets,
Vol. 42,
Issue. 4,
p.
751.
Zhang, Mengyu
Verousis, Thanos
and
Kalaitzoglou, Iordanis
2022.
Information and the arrival rate of option trading volume.
Journal of Futures Markets,
Vol. 42,
Issue. 4,
p.
605.
Gao, Xiang
Koedijk, Kees
Walther, Thomas
and
Wang, Zhan
2022.
Relative Investor Sentiment Measurement.
SSRN Electronic Journal ,
Aschakulporn, Pakorn
and
Zhang, Jin E.
2022.
Bakshi, Kapadia, and Madan (2003) risk‐neutral moment estimators: An affine jump‐diffusion approach.
Journal of Futures Markets,
Vol. 42,
Issue. 3,
p.
365.
Jitsawatpaiboon, Kanokrak
and
Ruan, Xinfeng
2023.
The COVID-19 risk in the cross-section of equity options.
Finance Research Letters,
Vol. 53,
Issue. ,
p.
103684.
Gagnon, Marie-Hélène
Power, Gabriel J.
and
Toupin, Dominique
2023.
The sum of all fears: Forecasting international returns using option-implied risk measures.
Journal of Banking & Finance,
Vol. 146,
Issue. ,
p.
106701.
Garrett, Ian
and
Gazi, Adnan
2023.
Early Exercise, Implied Volatility Spread and Future Stock Return: Jumps Bind Them All.
SSRN Electronic Journal,
Dai, Yiming
Jiang, Yuexiang
Long, Huaigang
Wang, Hui
and
Zaremba, Adam
2023.
Does realized skewness predict the cross-section of Chinese stock returns?.
Finance Research Letters,
Vol. 58,
Issue. ,
p.
104363.
Liu, Qing
Wang, Shouyang
and
Sui, Cong
2023.
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets.
Applied Economics,
Vol. 55,
Issue. 49,
p.
5816.
Zhang, Junyu
Ruan, Xinfeng
and
Zhang, Jin E.
2023.
Risk‐neutral moments and return predictability: International evidence.
Journal of Forecasting,
Vol. 42,
Issue. 5,
p.
1086.