Stock markets continually reflect the assessment of CEOs' characteristics into stock prices hence we expect that there might be a link between CEOs' demographic characteristics and stock return volatility. We investigate the influence of CEOs' demographic characteristics (e.g. age, tenure,...

We examine the liquidity provision premium in cryptocurrency markets using the returns from the short reversal strategy suggested by Nagel (2012). We show that the VIX index, economic policy uncertainty (EPU) index, crash risk, tail risk, and the innovations of Tether liquidity can predict the...