Semester

Fall

Date of Graduation

2021

Document Type

Dissertation

Degree Type

PhD

College

Chambers College of Business and Economics

Department

Finance

Committee Chair

K. Victor Chow

Committee Co-Chair

Naomi Boyd

Committee Member

Naomi Boyd

Committee Member

Alexander Kurov

Committee Member

Ann Marie Hibbert

Committee Member

Feng Yao

Abstract

The dissertation primarily focuses on asymmetry risk and its role in asset pricing. Asymmetry risk is a crucial component of systematic risk. However, it does not attract much attention, probably because of the misconception that it is similar to other asymmetry measures (e.g., skewness). Chapter 1 defines the asymmetry risk. The risk indifference curve (RIC) predicts two asymmetry premiums in the return distribution rather than one in the downside. I also derive the risk-neutral measure of asymmetry risk.

Chapter 2 empirically investigates the asymmetry beta's return predictability and tail risk hedging ability. Consistent with the risk indifference curve, the asymmetry beta exhibits significant explanation and prediction power for equity risk premiums of US stocks. In addition, low asymmetry beta stocks provide a more effective hedge against crashing markets.

Chapter 3 develops the implied market beta based on the risk-neutral measure of the asymmetry risk. The implied market beta is a superior measure of ex-ante beta in that it possesses significant return predictability and hedging ability. The investible option-implied market portfolio built on the implied market beta outperforms the value-weighted market portfolio with better risk-adjusted performance and less downside risk.

Overall, the asymmetry risk is a non-negligible systematic risk factor for the market index and individual stocks in physical probability and risk-neutral spaces: the asymmetry beta and AVIX2 own strong return predictability and powerful hedging ability in crashing markets. These results are robust to the risk factors documented in the previous literature.

Share

COinS