Co-skewness across return horizons
Chenglu Jin, Thomas Conlon and John Cotter
| Year of publication: |
2023
|
|---|---|
| Authors: | Jin, Chenglu ; Conlon, Thomas ; Cotter, John |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 21.2023, 5, p. 1483-1518
|
| Subject: | asset pricing | co-skewness | intertemporal correlation | the horizon effect | CAPM | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Korrelation | Correlation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbac013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014444689