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Is stock return predictability of option‐implied skewness affected by the market state? |
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| Authors: | Tong Suk Kim Heewoo Park |
| Affiliation: | College of Business, Korea Advanced Institute of Science and Technology (KAIST), Seoul, Republic of Korea |
| Abstract: | |
| Keywords: | cross‐sectional return predictability option‐implied skewness skewness preference |
