Hedge Fund Option Usage and Skewness Premium
Hedge fund option usage impacts skewness risk premium in individual stock options, with stocks having more hedge fund holders using the long naked put strategy showing more positive returns.
Featured in No. 18 on 4 Oct 2023 · 6 days after release
- Released
- 28 Sep 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4586637
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