Biography
Paul Borochin, PhD, CFA, is an assistant professor of finance at the University of Connecticut. He earned a PhD in finance from the Fuqua School at Duke University and a BS in finance and statistics from the Wharton School at the University of Pennsylvania. His research interests are institutional ownership and applications of asset pricing theory to extract information about corporate events and policies, with sub-specializations in corporate governance, information asymmetry, and M&A. He teaches a graduate seminar in asset pricing theory and undergraduate courses in corporate finance.
Author's Posts
Option-Implied Skewness and the Momentum Anomaly
What information does option-implied skewness contain, and how is it related to the momentum anomaly?