scholarly journals Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns

2013 ◽  
Author(s):  
Turan G. Bali ◽  
Jianfeng Hu ◽  
Scott Murray
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Implied Volatility ◽  
Expected Stock Returns ◽  
The Cross ◽  
Skewness And Kurtosis

MVA and the Cross-Section of Expected Stock Returns

2001 ◽  
Vol 27 (3) ◽  
pp. 75-87 ◽  
Author(s):  
Ken C. Yook ◽  
George M. McCabe
Keyword(s):  
Stock Returns ◽  
Cross Section ◽  
Expected Stock Returns ◽  
The Cross
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