Average skewness matters
Eric Jondeau, Qunzi Zhang, Xiaoneng Zhu
| Year of publication: |
2019
|
|---|---|
| Authors: | Jondeau, Eric ; Zhang, Qunzi ; Zhu, Xiaoneng |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 1, p. 29-47
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| Subject: | Average skewness | Idiosyncratic skewness | Return predictability | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166774