The Role of Financial Distress in the Predictability of Implied Volatility Moments on Return

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Keywords	Volatility Surface, Distress, Return, Implied Volatility, Risk-Neutral Densities, Portfolio Sort, Fama MacBeth
Thesis Advisor	Urquhart, Andrew, Trindade Tome Marques Alves, Romulo
Persistent URL	hdl.handle.net/2105/75995
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Sonnabend, Julius. (2025, March 11). The Role of Financial Distress in the Predictability of Implied Volatility Moments on Return. Finance & Investments. Retrieved from http://hdl.handle.net/2105/75995

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