skewness
Unlocking Stock Market Success: Why You Should Embrace the Skew
By learning to appreciate positive skew and its associated tail events, investors can unlock the full potential of stock market gains.
Growth, Value, and Skewness: Are Growth Stocks a Lottery-Like Bet?
How does skewness in returns relate to other factors in asset pricing?
Option-Implied Skewness and the Momentum Anomaly
What information does option-implied skewness contain, and how is it related to the momentum anomaly?