The research views expressed herein are those of the author and do not necessarily represent the views of CME Group or its affiliates. All examples in this presentation are hypothetical ...
There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...
The CBOE Volatility Index (VIX) isn't the only way to measure expected volatility The CBOE Volatility Index (VIX) is widely known as the market’s “fear gauge” because it measures expected volatility ...
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