Thomas J. Boyer

HEC Montreal

3000, Chemin de la Côte-Sainte-Catherine

Montreal

Canada

SCHOLARLY PAPERS

2

DOWNLOADS

296

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Portfolio Size, Portfolio Composition, and the Skewness of Returns

Number of pages: 66 Posted: 23 May 2024
M. Martin Boyer and Thomas J. Boyer
HEC Montreal - Department of Finance and HEC Montreal
Downloads 193 (328,733)

Abstract:

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Asset returns and portfolio skewness, News arrival, Skewness aggregation, Skewness seasonality, Size and book-to-market portfolios

2.

Climate Change Concerns and Option-Implied Stock Returns ⋆

Number of pages: 15 Posted: 17 Dec 2024
David Ardia and Thomas J. Boyer
HEC Montreal - Department of Decision Sciences and HEC Montreal
Downloads 103 (547,323)

Abstract:

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Asset pricing, climate change, sustainable investing, greenhouse gas emissions, implied returns, textual analysis