There is strong evidence of a negative cross-sectional relationship between realized skewness and future stock returns - stocks with negative skewness are compensated with high future returns for ...

For months now, bitcoin has followed a frustratingly familiar pattern for the bulls: seemingly over-correlated with the Nasdaq 100 when that stock gauge headed lower, but losing nearly all correlation ...

Bitcoin's 30-day correlation with the Nasdaq 100 Index has surged to its highest level in 3 years. Meanwhile, its link to traditional safe-haven assets, such as gold, has dropped to nearly zero. This ...

Across most markets, out-of-the-money (OTM) put options tend to be more expensive than OTM call options. This is most obviously true in the equity market, where investors fear downside risks more than ...