The relationship between ambiguity and coskewness in ETFs investments: Evidence from the U.S. market

Conference presentation

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Jiayuan Tian, Atsuyuki Naka and Seungho Shin

Southern Finance Association (SFA) (Orlando, FL, 11-18-2025–11-21-2025)

11-20-2025

Abstract

Exchange-traded fund

Ambiguity

Coskewness

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Title: The relationship between ambiguity and coskewness in ETFs investments: Evidence from the U.S. market
Creators: Jiayuan Tian (Author) - Dickinson State University
Atsuyuki Naka (Author) - University of New Orleans
Seungho Shin (Corresponding Author) - Florida Gulf Coast University, Department of Economics & Finance
Conference: Southern Finance Association (SFA) (Orlando, FL, 11-18-2025–11-21-2025)
Identifiers: 99385771163106570
Academic Unit: Department of Economics & Finance
Language: English
Resource Type: Conference presentation