Can the skewness of oil returns affect stock returns? : Evidence from China’s A-Share markets
Year of publication: |
2019
|
---|---|
Authors: | Mo, Xuan ; Su, Zhi ; Yin, Libo |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 50.2019, p. 1-18
|
Subject: | Expected stock returns | Investor preference | Skewness of oil returns | Kapitaleinkommen | Capital income | China | Börsenkurs | Share price | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Erdölindustrie | Oil industry | Anlageverhalten | Behavioural finance |
-
Downside risk in the oil market : does it affect stock returns in China?
Su, Zhi, (2021)
-
Does online investor sentiment impact stock returns? : evidence from the Chinese stock market
Lv, Yanzhao, (2022)
-
Rumor clarification and stock returns : do bull markets behave differently from bear markets?
Yang, Xiaolan, (2014)
- More ...
-
Downside risk in the oil market : does it affect stock returns in China?
Su, Zhi, (2021)
-
Oil market uncertainty and excess returns on currency carry trade
Su, Zhi, (2021)
-
Mo, Xuan, (2022)
- More ...