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Scott Murray · Study
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Author
Scott Murray
9 works
· latest 2024
· 2 institutions
cluster: provisional
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9
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9
Citations
1,225
Works here
9
12
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16
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24
Most cited in this library
A Lottery-Demand-Based Explanation of the Beta Anomaly
2017 · 372 citations
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
2013 · 254 citations
Empirical Asset Pricing: The Cross Section of Stock Returns
2016 · 210 citations
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
2012 · 99 citations
Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns
2013 · 81 citations
Works
9 shown
Charting by machines
Journal of Financial Economics
·
2024
·
3 authors
53
citations
Bear beta
Journal of Financial Economics
·
2018
·
2 authors
69
citations
A Lottery-Demand-Based Explanation of the Beta Anomaly
Journal of Financial and Quantitative Analysis
·
2017
·
4 authors
·
Open access
372
citations
Empirical Asset Pricing: The Cross Section of Stock Returns: An Overview
Wiley StatsRef: Statistics Reference Online
·
2017
·
3 authors
·
other
45
citations
The Bond Pricing Implications of Rating-Based Capital Requirements
Journal of Financial and Quantitative Analysis
·
2017
·
2 authors
·
Open access
42
citations
Empirical Asset Pricing: The Cross Section of Stock Returns
·
2016
·
3 authors
210
citations
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Journal of Financial and Quantitative Analysis
·
2013
·
2 authors
254
citations
Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns
SSRN Electronic Journal
·
2013
·
3 authors
·
preprint
·
Open access
81
citations
Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
99
citations