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SSRNDerivatives & Volatility

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

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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