Distributional asymmetry of loadings on market co-moments
Year of publication: |
2011
|
---|---|
Authors: | Högholm, Kenneth ; Knif, Johan ; Koutmos, Gregory ; Pynnönen, Seppo |
Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 21.2011, 5, p. 851-866
|
Publisher: |
Elsevier |
Subject: | Asset pricing | Return distribution | Co-moments | Asymmetry |
-
Predictable return distributions
Pedersen, Thomas Q., (2010)
-
A comparative analysis of the nature of stock return volatility in BRICS and G7 markets
Muguto, Lorraine, (2022)
-
Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach
Nguyen, Hoang, (2021)
- More ...
-
Högholm, Kenneth, (2019)
-
Distributional asymmetry of loadings on market co-moments
Högholm, Kenneth, (2011)
-
Asymmetric fund performance characteristics a comparison of European and US large-cap funds
Högholm, Kenneth, (2017)
- More ...