What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?

Przemysław S. Stilger
Przemysław S. Stilger
[email protected]
Accounting and Finance Group, University of Manchester, Manchester M15 6PB, United Kingdom
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,
Alexandros Kostakis
Corresponding Author
Alexandros Kostakis
[email protected]
Accounting and Finance Group, University of Manchester, Manchester M15 6PB, United Kingdom
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,
Ser-Huang Poon
Ser-Huang Poon
[email protected]
Accounting and Finance Group, University of Manchester, Manchester M15 6PB, United Kingdom
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Przemysław S. Stilger

[email protected]

Accounting and Finance Group, University of Manchester, Manchester M15 6PB, United Kingdom

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Alexandros Kostakis

Corresponding Author

Alexandros Kostakis

[email protected]

Accounting and Finance Group, University of Manchester, Manchester M15 6PB, United Kingdom

Search for more papers by this author

Ser-Huang Poon

[email protected]

Accounting and Finance Group, University of Manchester, Manchester M15 6PB, United Kingdom

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Published Online:21 Apr 2016https://doi.org/10.1287/mnsc.2015.2379

Supplemental Material

mnsc.2015.2379-sm-onlineappendix.pdf (376 KB)

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Volume 63, Issue 6

June 2017

Pages 1657-2048

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Received:April 16, 2014
Accepted:September 24, 2015
Published Online:April 21, 2016

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Przemysław S. Stilger, Alexandros Kostakis, Ser-Huang Poon (2016) What Does Risk-Neutral Skewness Tell Us About Future Stock Returns?. Management Science 63(6):1814-1834.

https://doi.org/10.1287/mnsc.2015.2379

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